Autoregressive model using statsmodels in Python -


I'm trying to start using AR models in statsmodels. However, I think the following example is doing something wrong, which fails: statsmodels.tsa.ar_model Import import from AR

I think it should only continue the time series together of (trivial) people. However, in this case, this parameter does not return enough lane (ar_res.params) equals 4, while it should be 5. This works in the following example: 

  Signal = np.ones (20) signs [range (0, 20, 2)] = -1 ar_mod = AR (hint) ar_res = ar_mod.fit (4) ar_res.predict (4, 60)  < / Pre> 
 I thought it might be a bug but I'm not sure I have no experience in using the package. Maybe someone with more experience can help me ... 
 
  Edit:  I have reported this problem.

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