Why ImportError: cannot import name 'AutoReg' from 'statsmodels.tsa.ar_model' occuring?
do pip install statsmodels --upgrade and restart the environment.
I am trying to do MLE regression using AR(p) by importing the module from statsmodels.tsa.ar_model import AutoReg, ar_select_order, but this ImportError keeps coming. How to solve this? Is there any other way I can do Autoregression in Python?