VAR - 时间序列

Question

I am building a timeseries prediction model using Vector Auto Regression Model. I am getting this error when I am trying to fit this model:

x contains one or more constant columns. Column(s) 14, 15 are constant. Adding a constant with trend='c' is not allowed. I cannot drop these columns. So is there any other solution to overcome this error ?

Answer 1

You can add trend='nc' in the model.fit() statement for VAR model. Something like this:

model.fit(trend='nc')