Building multi-regression model throws error: `Pandas data cast to numpy dtype of object. Check input data with np.asarray(data).`
If X is your dataframe, try using the .astype method to convert to float when running the model:
statsmodels
Why am I getting “LinAlgError: Singular matrix” from grangercausalitytests?
The problem arises due to the perfect correlation between the two series in your data. From the traceback, you can see, that internally a wald test is used to compute the maximum likelihood estimates for the parameters of the lag-time series. To do this an estimate of the parameters covariance matrix (which is then near-zero) … Read more
Why am I getting “LinAlgError: Singular matrix” from grangercausalitytests?
The problem arises due to the perfect correlation between the two series in your data. From the traceback, you can see, that internally a wald test is used to compute the maximum likelihood estimates for the parameters of the lag-time series. To do this an estimate of the parameters covariance matrix (which is then near-zero) … Read more