adfuller problem in autolag

[joep]

running tsa.stattools as a script shows that the call to autolag uses variables that are not defined

trying to fix it blindly doesn't work

        from var import AR #move to top ?
        fullRHS = xdall #JP: just guessing
        lagstart = 1
        icbest, bestlag = _autolag(AR, xdshort, fullRHS, lagstart,
                maxlag, autolag)

    raise ValueError("Exogenous variables are not supported for AR.")
ValueError: Exogenous variables are not supported for AR.

using
        icbest, bestlag = _autolag(AR, xdshort, None, lagstart,
                maxlag, autolag)

I get

    results[lag] = mod_instance.fit(*fitargs, **{maxlag:lag})
TypeError: fit() keywords must be strings

and adfuller should be renames

[Skipper Seabold (jsseabold)]

Hmm, this was working. I will fix it. Trying to generalize _autolag didn't end up working across models and I must not have changed it back.

[Skipper Seabold (jsseabold)]

Should be fixed in the devel branch.