Comments (3)
seems there were NA in the data. added .dropna() (updated the code above) but now i get
/usr/local/lib/python3.6/site-packages/statsmodels/base/model.py:496: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
"Check mle_retvals", ConvergenceWarning)
How can i check mle_retvals?
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It is available as an attribute of the results object, e.g. res_kns.mle_retvals
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Thank you so much Chad. Actually using the MarkovRegression model now which is a better fit for what i want to achieve.
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