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AR1 Warning: Cannot place an upperbound on the unbiased AR(1). Series is too short or trend is to large. #40

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shenghwa opened this issue Jul 7, 2022 · 4 comments

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@shenghwa
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shenghwa commented Jul 7, 2022

When I want to replace the nan values of the dataset with mean value, sometimes it will raise the warning. I can't tell the difference between the problematic data and the normal data. If I use zero or mean/2, this warning will not raise. Does anyone meet this issue?

@claytonjschneider
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I have this issue as well

@claytonjschneider
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I also see a slight discrepancy between the github master repo and the latest pip install (from today), where the 'if sig:' line in wct occurs after the autoregressive function. So even though I'm giving wct sig=False, it triggers, and fails

@claytonjschneider
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I know this is absolutely horrible practice, but I'm going to move the if sig line up above the ar calculations in my pip's version of 'wavelet.py' and see if that fixes it for me, since I'm not concerned with the significance values at the moment (though I would like to use them at some point).

@claytonjschneider
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Seemed to do the trick.

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