Hpfilter in statsmodels

Anvil Q&A
1

Hi,

I’m trying to use hpfilter() from statsmodels without any luck. Since Anvil has version 0.9.0 of statsmodels I’m using the “old” model structure, doing

import statsmodels as sm
cycle, trend = sm.tsa.filters.hp_filter.hpfilter(myArray)

and getting AttributeError: module ‘statsmodels’ has no attribute ‘tsa’ error.

The import statsmodels.api doesn’t work, it reports incompatibility with scipy.

Is statsmodels usable at all?

Thanks, Tomaz

2

There is a known issue about statsmodels being incompatible with newer versions of scipy. Some info here.

Here’s the code for the Hodrick-Prescott filter from statsmodels itself which seems pretty approachable in that there is not that much of it.

Love open source!

3

Thanks. I saw the issue and it was already resolved. I run locally the latest statsmodels 0.12.0 with scipy 1.5.2 with no problems. Maybe the statsmodels just needs to be upgraded in Anvil, or there is some other inconsistency with packages.

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