Some documentation / example code in the jupyter is not compatible with statsmodels==0.14.0

[MaNyh]

description

when trying out this repository, i installed it in a explorative and "complex" conda environment. I tried running the jupyter content and the Readme.md content, but i ran into problems with the following lines

estimates_from_bootstrap = []
ar_estimates_from_bootstrap = np.zeros((B, ))

for b in range(B):
    y_bootstrap = y_star_cb[b, :]
    ar_bootstrap = AR(y_bootstrap)
    estimate_from_bootstrap = ar_bootstrap.fit(maxlag=1)
    estimates_from_bootstrap.append(estimate_from_bootstrap)
    ar_estimates_from_bootstrap[b] = estimate_from_bootstrap.params[1]

for b in range(B):
    y_bootstrap = y_star_cb[b, :]
    ar_bootstrap = AR(y_bootstrap)
    estimate_from_bootstrap = ar_bootstrap.fit(maxlag=1)
    estimates_from_bootstrap.append(estimate_from_bootstrap)
    ar_estimates_from_bootstrap[b] = estimate_from_bootstrap.params[1]
    
Traceback (most recent call last):
  File "/home/many/miniconda3/envs/NTRfC/lib/python3.10/site-packages/IPython/core/interactiveshell.py", line 3508, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-7-4185b4e22b07>", line 3, in <module>
    ar_bootstrap = AR(y_bootstrap)
TypeError: AutoReg.__init__() missing 1 required positional argument: 'lags'

and with the argument "lags=1" i get another error in the next line

for b in range(B):
    y_bootstrap = y_star_cb[b, :]
    ar_bootstrap = AR(y_bootstrap, lags=1)
    estimate_from_bootstrap = ar_bootstrap.fit(maxlag=1)
    estimates_from_bootstrap.append(estimate_from_bootstrap)
    ar_estimates_from_bootstrap[b] = estimate_from_bootstrap.params[1]
    
Traceback (most recent call last):
  File "/home/many/miniconda3/envs/NTRfC/lib/python3.10/site-packages/IPython/core/interactiveshell.py", line 3508, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-8-08e5369de8f2>", line 4, in <module>
    estimate_from_bootstrap = ar_bootstrap.fit(maxlag=1)
TypeError: AutoReg.fit() got an unexpected keyword argument 'maxlag'

This code is executing:

    for b in range(B):
        y_bootstrap = y_star_cb[b, :]
        ar_bootstrap = AR(y_bootstrap,lags=1)
        estimate_from_bootstrap = ar_bootstrap.fit()
        estimates_from_bootstrap.append(estimate_from_bootstrap)
        ar_estimates_from_bootstrap[b] = estimate_from_bootstrap.params[1]

environment

(NTRfC) many@strichibarbar:~/PycharmProjects/NTRfC$ conda env export
name: NTRfC
channels:
  - defaults
dependencies:
  - _libgcc_mutex=0.1=main
  - _openmp_mutex=5.1=1_gnu
  - bzip2=1.0.8=h7b6447c_0
  - ca-certificates=2023.01.10=h06a4308_0
  - ld_impl_linux-64=2.38=h1181459_1
  - libffi=3.4.4=h6a678d5_0
  - libgcc-ng=11.2.0=h1234567_1
  - libgomp=11.2.0=h1234567_1
  - libstdcxx-ng=11.2.0=h1234567_1
  - libuuid=1.41.5=h5eee18b_0
  - ncurses=6.4=h6a678d5_0
  - openssl=1.1.1t=h7f8727e_0
  - pip=23.0.1=py310h06a4308_0
  - python=3.10.11=h7a1cb2a_2
  - readline=8.2=h5eee18b_0
  - setuptools=67.8.0=py310h06a4308_0
  - sqlite=3.41.2=h5eee18b_0
  - tk=8.6.12=h1ccaba5_0
  - wheel=0.38.4=py310h06a4308_0
  - xz=5.4.2=h5eee18b_0
  - zlib=1.2.13=h5eee18b_0
  - pip:
    - aiohttp==3.8.4
    - aiosignal==1.3.1
    - alabaster==0.7.13
    - alphashape==1.3.1
    - anyio==3.7.0
    - argon2-cffi==21.3.0
    - argon2-cffi-bindings==21.2.0
    - arrayfire==3.8.0
    - arrow==1.2.3
    - asttokens==2.2.1
    - async-timeout==4.0.2
    - attrs==23.1.0
    - babel==2.12.1
    - backcall==0.2.0
    - beautifulsoup4==4.12.2
    - bleach==6.0.0
    - cached-property==1.5.2
    - certifi==2023.5.7
    - cffi==1.15.1
    - cfgv==3.3.1
    - charset-normalizer==3.1.0
    - click==8.1.3
    - click-log==0.4.0
    - cloudpickle==2.2.1
    - cocos==0.2.2
    - comm==0.1.3
    - contexttimer==0.3.3
    - contourpy==1.0.7
    - cycler==0.11.0
    - debugpy==1.6.7
    - decorator==5.1.1
    - defusedxml==0.7.1
    - descartes==1.1.0
    - dill==0.3.7
    - distlib==0.3.6
    - distro==1.8.0
    - docutils==0.20.1
    - exceptiongroup==1.1.1
    - executing==1.2.0
    - fastjsonschema==2.17.1
    - filelock==3.12.2
    - fluidfoam==0.2.4
    - fonttools==4.39.4
    - fqdn==1.5.1
    - frozenlist==1.3.3
    - gmsh==4.11.1
    - identify==2.5.24
    - idna==3.4
    - imageio==2.30.0
    - imagesize==1.4.1
    - iniconfig==2.0.0
    - ipykernel==6.23.1
    - ipython==8.14.0
    - ipython-genutils==0.2.0
    - ipywidgets==8.0.6
    - isoduration==20.11.0
    - jedi==0.18.2
    - jinja2==3.1.2
    - joblib==1.2.0
    - jsonpointer==2.3
    - jsonschema==4.17.3
    - jupyter==1.0.0
    - jupyter-client==8.2.0
    - jupyter-console==6.6.3
    - jupyter-core==5.3.0
    - jupyter-events==0.6.3
    - jupyter-server==2.6.0
    - jupyter-server-terminals==0.4.4
    - jupyterlab-pygments==0.2.2
    - jupyterlab-widgets==3.0.7
    - kiwisolver==1.4.4
    - lazy-loader==0.3
    - llvmlite==0.40.0
    - loky==3.4.1
    - markupsafe==2.1.3
    - matplotlib==3.7.1
    - matplotlib-inline==0.1.6
    - mistune==2.0.5
    - mpmath==1.3.0
    - multidict==6.0.4
    - multiprocess==0.70.15
    - nbclassic==1.0.0
    - nbclient==0.8.0
    - nbconvert==7.4.0
    - nbformat==5.9.0
    - nest-asyncio==1.5.6
    - networkx==3.1
    - nodeenv==1.8.0
    - notebook==6.5.4
    - notebook-shim==0.2.3
    - numba==0.57.0
    - numpy==1.24.3
    - overrides==7.3.1
    - packaging==23.1
    - pandas==2.0.2
    - pandocfilters==1.5.0
    - parso==0.8.3
    - pathos==0.3.1
    - patsy==0.5.3
    - pexpect==4.8.0
    - pickleshare==0.7.5
    - pillow==9.5.0
    - platformdirs==3.5.1
    - pluggy==1.0.0
    - pooch==1.7.0
    - pox==0.3.3
    - ppft==1.7.6.7
    - pre-commit==3.3.3
    - prometheus-client==0.17.0
    - prompt-toolkit==3.0.38
    - psutil==5.9.5
    - ptyprocess==0.7.0
    - pure-eval==0.2.2
    - pyairpar==1.1.1
    - pycparser==2.21
    - pyfoil==0.0.1
    - pygments==2.15.1
    - pyparsing==3.0.9
    - pyrsistent==0.19.3
    - pytest==7.2.2
    - python-dateutil==2.8.2
    - python-json-logger==2.0.7
    - pytz==2023.3
    - pyvista==0.39.1
    - pywavelets==1.4.1
    - pyyaml==6.0
    - pyzmq==25.1.0
    - qtconsole==5.4.3
    - qtpy==2.3.1
    - recombinator==0.0.6.1
    - requests==2.31.0
    - rfc3339-validator==0.1.4
    - rfc3986-validator==0.1.1
    - rtree==1.0.1
    - scikit-build==0.17.6
    - scikit-image==0.22.0rc0.dev0
    - scikit-learn==1.2.2
    - scipy==1.10.1
    - scooby==0.7.2
    - send2trash==1.8.2
    - shapely==2.0.1
    - simulated-annealing==0.0.1
    - six==1.16.0
    - sniffio==1.3.0
    - snowballstemmer==2.2.0
    - soupsieve==2.4.1
    - sphinx==7.0.1
    - sphinxcontrib-applehelp==1.0.4
    - sphinxcontrib-devhelp==1.0.2
    - sphinxcontrib-htmlhelp==2.0.1
    - sphinxcontrib-jsmath==1.0.1
    - sphinxcontrib-qthelp==1.0.3
    - sphinxcontrib-serializinghtml==1.1.5
    - stack-data==0.6.2
    - statsmodels==0.14.0
    - sympy==1.12
    - terminado==0.17.1
    - threadpoolctl==3.1.0
    - tifffile==2023.7.10
    - tinycss2==1.2.1
    - tomli==2.0.1
    - tornado==6.3.2
    - tqdm==4.65.0
    - traitlets==5.9.0
    - trame==2.5.0
    - trame-client==2.9.0
    - trame-components==2.1.1
    - trame-deckgl==2.0.2
    - trame-markdown==2.0.2
    - trame-matplotlib==2.0.2
    - trame-plotly==2.1.1
    - trame-rca==0.3.1
    - trame-router==2.0.2
    - trame-server==2.11.4
    - trame-simput==2.3.2
    - trame-vega==2.0.3
    - trame-vtk==2.4.4
    - trame-vuetify==2.2.4
    - trimesh==3.22.3
    - tzdata==2023.3
    - uri-template==1.2.0
    - urllib3==2.0.2
    - virtualenv==20.23.1
    - vtk==9.2.6
    - wcwidth==0.2.6
    - webcolors==1.13
    - webencodings==0.5.1
    - websocket-client==1.5.2
    - widgetsnbextension==4.0.7
    - wslink==1.11.0
    - yarl==1.9.2
prefix: /home/many/miniconda3/envs/NTRfC

proposed solution

test the repository content in pytest or unittest. i could help with pytest.