I'm currently trying to fit an ARMA model to some data, using the statsmodels module in Python. The problem is, however, that it fails to load the package, and just returns an AttributeError which states:
File "C:\Projects\Python\KalmanFilteringDataFusion\armaTest.py", line 5, in <module>
from statsmodels.tsa.arima_model import ARIMA
File "C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64\lib\site-packages\statsmodels\tsa\arima_model.py", line 30, in <module>
from statsmodels.tsa.ar_model import AR
File "C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64\lib\site-packages\statsmodels\tsa\ar_model.py", line 608, in <module>
class ARResults(tsbase.TimeSeriesModelResults):
File "C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64\lib\site-packages\statsmodels\tsa\ar_model.py", line 811, in ARResults
preddoc = AR.predict.__doc__.split('\n')
AttributeError: 'NoneType' object has no attribute 'split'
The only thing i'm doing, is trying to import the ARIMA module as:
from statsmodels.tsa.arima_model import ARIMA
If i try to import another statmodels sub-module (ex. import statsmodels.formula.api as smf) it returns:
File "C:\Projects\Python\KalmanFilteringDataFusion\armaTest.py", line 5, in <module>
import statsmodels.formula.api as smf
File "C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64\lib\site-packages\statsmodels\formula\api.py", line 15, in <module>
from statsmodels.discrete.discrete_model import MNLogit
File "C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64\lib\site-packages\statsmodels\discrete\discrete_model.py", line 146, in <module>
class DiscreteModel(base.LikelihoodModel):
File "C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64\lib\site-packages\statsmodels\discrete\discrete_model.py", line 208, in DiscreteModel
fit.__doc__ += base.LikelihoodModel.fit.__doc__
TypeError: unsupported operand type(s) for +=: 'NoneType' and 'NoneType'
If i just do import statsmodels or import statsmodels.tsa it imports it just fine, so i guess that the error lies somewhere in the ARIMA "sub-module".
Does anybody have any suggestions as to what is wrong? And any potential fix to it?