OLS Regression Results display fall

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蔡承翰

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Apr 14, 2017, 12:11:17 PM4/14/17
to pystatsmodels
I try to show regression result for return of EUROSTOXX between VSTOXX

this is the first five database:
          EUROSTOXX    VSTOXX
1999-01-04        NaN       NaN
1999-01-05   0.017228  0.489248
1999-01-06   0.022138 -0.165317
1999-01-07  -0.015723  0.256337
1999-01-08  -0.003120  0.021570

after running the process here comes error,still don't get it how to debug,thank all your help

josef...@gmail.com

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Apr 14, 2017, 12:16:44 PM4/14/17
to pystatsmodels
You need to drop the nan. Either use dropna() on the data frame or use the `missing` argument in the call to OLS.

see the RuntimeWarning

most likely we will raise an exception in this case in 0.9

Josef


 


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