I am trying to get an HP filter to work with statsmodels(cm).
The documentation here implies that the module sm.tsaalready exists for 0.6.1, but I get the following error:
>>> import statsmodels as sm
>>> sm.__version__
'0.6.1'
>>> sm.tsa.filters.hp_filter.hpfilter()
Traceback (most recent call last):
File "<input>", line 1, in <module>
AttributeError: 'module' object has no attribute 'tsa'
>>> sm.tsa
Traceback (most recent call last):
File "<input>", line 1, in <module>
AttributeError: 'module' object has no attribute 'tsa'
Here is my conclusion pip:
nat-oitwireless-inside-vapornet100-a-14423:prog2 foobar$ pip show statsmodels
---
Name: statsmodels
Version: 0.6.1
Location: /usr/local/lib/python2.7/site-packages/statsmodels-0.6.1-py2.7-macosx-10.9-x86_64.egg
Requires:
source
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