ここでは少し新しいですが、statsmodel ARMA 予測ツールを機能させようとしています。Yahoo からいくつかの株式データをインポートし、ARMA からフィッティング パラメータを取得しました。ただし、予測コードを使用すると、把握できないエラーのリストしか表示されません。ここで何が間違っているのかよくわかりません：
import pandas
import statsmodels.tsa.api as tsa
from pandas.io.data import DataReader
start = pandas.datetime(2013,1,1)
end = pandas.datetime.today()
data = DataReader('GOOG','yahoo')
arma =tsa.ARMA(data['Close'], order =(2,2))
results= arma.fit()
results.predict(start=start,end=end)
エラーは次のとおりです。
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
C:\Windows\system32\<ipython-input-84-25a9b6bc631d> in <module>()
13 results= arma.fit()
14 results.summary()
---> 15 results.predict(start=start,end=end)
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\base\wrapp
er.pyc in wrapper(self, *args, **kwargs)
88 results = object.__getattribute__(self, '_results')
89 data = results.model.data
---> 90 return data.wrap_output(func(results, *args, **kwargs), how)
91
92 argspec = inspect.getargspec(func)
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\arima_
model.pyc in predict(self, start, end, exog, dynamic)
1265
1266 """
-> 1267 return self.model.predict(self.params, start, end, exog, dynamic
)
1268
1269 def forecast(self, steps=1, exog=None, alpha=.05):
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\arima_
model.pyc in predict(self, params, start, end, exog, dynamic)
497
498 # will return an index of a date
--> 499 start = self._get_predict_start(start, dynamic)
500 end, out_of_sample = self._get_predict_end(end, dynamic)
501 if out_of_sample and (exog is None and self.k_exog > 0):
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\arima_
model.pyc in _get_predict_start(self, start, dynamic)
404 #elif 'mle' not in method or dynamic: # should be on a date
405 start = _validate(start, k_ar, k_diff, self.data.dates,
--> 406 method)
407 start = super(ARMA, self)._get_predict_start(start)
408 _check_arima_start(start, k_ar, k_diff, method, dynamic)
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\arima_
model.pyc in _validate(start, k_ar, k_diff, dates, method)
160 if isinstance(start, (basestring, datetime)):
161 start_date = start
--> 162 start = _index_date(start, dates)
163 start -= k_diff
164 if 'mle' not in method and start < k_ar - k_diff:
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\base\d
atetools.pyc in _index_date(date, dates)
37 freq = _infer_freq(dates)
38 # we can start prediction at the end of endog
---> 39 if _idx_from_dates(dates[-1], date, freq) == 1:
40 return len(dates)
41
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\base\d
atetools.pyc in _idx_from_dates(d1, d2, freq)
70 from pandas import DatetimeIndex
71 return len(DatetimeIndex(start=d1, end=d2,
---> 72 freq = _freq_to_pandas[freq])) - 1
73 except ImportError, err:
74 from pandas import DateRange
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\base\d
atetools.pyc in __getitem__(self, key)
11 # being lazy, don't want to replace dictionary below
12 def __getitem__(self, key):
---> 13 return get_offset(key)
14 _freq_to_pandas = _freq_to_pandas_class()
15 except ImportError, err:
D:\Python27\lib\site-packages\pandas\tseries\frequencies.pyc in get_offset(name)
484 """
485 if name not in _dont_uppercase:
--> 486 name = name.upper()
487
488 if name in _rule_aliases:
AttributeError: 'NoneType' object has no attribute 'upper'