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Python ValueError: Start must be in dates. Received 2016-01-01 | 2016-01-01 00:00:00

I use statsmodels.tsa.statespace.sarimax for forecasting. Here is my code

pprint(list(rolmean_df.index)[0]) >> datetime.date(2015, 5, 19) mod = sm.tsa.statespace.SARIMAX(rolmean_df['IC_10_diff'], trend='n', order=(2,1,2)) results = mod.fit() s = results.get_prediction(start = pd.to_datetime('2016-01-01').date(), dynamic= False) >> ValueError: Start must be in dates. Got 2016-01-01 | 2016-01-01 00:00:00

I am not sure if my "start" format is incorrect or something else is not working.

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From the document: http://www.statsmodels.org/dev/generated/statsmodels.tsa.statespace.sarimax.SARIMAXResults.html

  • get_forecast ([steps]) Forecast out of selection
  • get_prediction ([start, end, dynamic, exog]) Forecasting inside the sample and outside the forecasting sample

So, “Start must be in dates” means that the start must be in your dataset.

If you want to use the model for forecase, use get_forecast ().

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I have the same problem with you a few days ago. Now I have a reasonable explanation.

I think the start date and end date of this function depends on your data set.

For example, the first time I want the start date to be "2017-10-01", but this date is not in my data. And then "2017-12-01" is the value of the start date, the file can be compiled, because this date is in my data set.

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