import statsmodels.api as sm
jy=sm.stats.diagnostic.acorr_ljungbox(varepsilon_values_1, lags = [6, 12],boxpierce=True)
print(jy)
在对一个时间序列进行白噪声LB检验时,出现报错:
D:\Anaconda3\lib\site-packages\statsmodels\stats\diagnostic.py:559: FutureWarning: The value returned will change to a single DataFrame after 0.12 is released. Set return_df to True to use to return a DataFrame now. Set return_df to False to silence this warning. me after 0.12 is released. Set return_df to True t
warnings.warn(msg, FutureWarning)
进入源代码报错位置检查,发现是由于return_df没有设置,默认为None,源代码中设置了return_df==None报错,故,
解决方案,在函数中加上参数return_df=bool:
jy=sm.stats.diagnostic.acorr_ljungbox(varepsilon_values_1, lags = [6, 12],boxpierce=True,return_df =bool)