I'm trying to fit a multivariate timeseries data which has been predicted using the VARMAX model but when I try to convert the data to panda series it gives me the following error.
ValueError: The truth value of a DataFrame is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().
The program is:
from statsmodels.tsa.statespace.varmax import VARMAX
model = VARMAX(indexedDataset_logscale, order=(1, 1))
results_VARMAX = model.fit(disp=False)
predictions_VARMAX_diff = pd.Series(results_VARMAX.fittedvalues, copy=True)
print(predictions_VARMAX_diff.head(10))
How am I supposed to handle this.
Thanks in Advance.