tsa.statespace AttributeError

[Richard Lipscomb]

all seems to be working well with my statsmodel install (0.6.1) via conda, except for sm.tsa.statespace.

Here is a very simple ipynb by Tom Augspurger which I am unable to run:
https://gist.github.com/TomAugspurger/7c87c26542db41f094673cb3b30174a1

also same Attribute error with this example:
https://github.com/statsmodels/statsmodels/blob/master/examples/notebooks/statespace_sarimax_internet.ip

AttributeError                            Traceback (most recent call last)
<ipython-input-2-fe88a9260426> in <module>()
      5 
      6 # Fit the model
----> 7 mod = sm.tsa.statespace.SARIMAX(data['wpi'], trend='c', order=(1,1,1))
      8 res = mod.fit()
      9 print(res.summary())

AttributeError: 'module' object has no attribute 'statespace'

[josef...@gmail.com]

statespace models have been added after 0.6.1, and are unfortunately not in any release. 

So, this requires a development version of statsmodels. 

I think Tom used statsmodels master.

Josef 

[hamhock]

based on your reply, I installed 0.8.0 and all is working now.

[oualid...@arismore.fr]

Hello @Hamhock !

I'd like to know what have you done to solve this issue please ?

[Giovanni Zenteno]

Hey guys, were you able to solve this? Running jupyter with statsmodels @ 0.6.1

[Chad Fulton]

On Tue, Nov 29, 2016 at 8:35 PM, Giovanni Zenteno <giovanni...@gmail.com> wrote:

Hey guys, were you able to solve this? Running jupyter with statsmodels @ 0.6.1

The statespace component is not available in statsmodels 0.6.1 - unfortunately there are not yet any releases including it yet, but the current development version (0.8) can be installed via pip+git, for example: pip install git+https://github.com/statsmodels/statsmodels.git

Chad