Hello,
I'm trying to run an old working code on a VARMAX model for the same dataset, which a few months ago was working, but now I'm getting an unexplained error. The only modification I made was to calculate a variable again, rather without meaning.
I first get a warning:
anaconda3/lib/python3.11/site-packages/statsmodels/base/optimizer.py:18: Future Warning: Keyword arguments have been passed to the optimizer that have no effect. The list of allowed keyword arguments for method bfgs is: gtol, norm, epsilon. The list of unsupported keyword arguments passed includes start_states. After release 0.14, this will rise.
warnings.warn(