CODEWITHSUNDEEP
windowspython-3.xmacospicklestatsmodels
user3476463
user3476463

Reputation: 4575

statsmodel error saving pickle file on windows

I developed the code below on my mac and it ran fine. I run the code in a jupyter notebook with anaconda and the python version below. Everything runs fine and saves the pickle file correctly on my mac. When I try to share the same code with my friend and he runs it on his windows machine with the version info below. He gets the error below. Everything in the code runs fine except the step where he saves the pickle file. He is also running it in a jupyter notebook. All the ARIMA code runs fine, it's just saving the model to a pickle file that's throwing the error. Does anyone know what the issue might be and can you suggest a solution? Any tips greatly appreciated.

Mac info:
statsmodel: 0.9.0
python: 3.6.5
macOS Sierra version 10.12.6    



Windows info Version:

    statswisemodel: 0.9.0
    python : 3.6.3
    Win10 machine
    RAM: 16GB

Code:

import numpy as np
import pandas as pd
from time import time
import scipy.stats as stats

from IPython.display import display # Allows the use of display() for DataFrames

# Pretty display for notebooks
%matplotlib inline

import glob
import matplotlib.pyplot as plt


Code:

stepwise_model 

Output:

ARIMA(callback=None, disp=0, maxiter=50, method=None, order=(1, 1, 3),
   out_of_sample_size=0, scoring='mse', scoring_args={},
   seasonal_order=(2, 1, 2, 12), solver='lbfgs', start_params=None,
   suppress_warnings=True, transparams=True, trend='c')

# saving stepwise_model to pickle file

import pickle
your_data = stepwise_model

# stepwise_model data (serialize)
with open('stepwise_model.pickle', 'wb') as handle:
    pickle.dump(your_data, handle, protocol=pickle.HIGHEST_PROTOCOL)


TypeError                                 Traceback (most recent call last)
<ipython-input-21-cee2e10d7185> in <module>()
      6 # stepwise_model data (serialize)
      7 with open('stepwise_model.pickle', 'wb') as handle:
----> 8     pickle.dump(your_data, handle, protocol=pickle.HIGHEST_PROTOCOL)

~\Anaconda3\lib\site-packages\pyramid\arima\arima.py in __getstate__(self)
    476             # https://github.com/statsmodels/statsmodels/issues/3290
    477             self.arima_res_.summary()
--> 478             self.arima_res_.save(fname=new_loc)  # , remove_data=False)
    479 
    480             # point to the location of the saved MLE model

~\Anaconda3\lib\site-packages\statsmodels\base\wrapper.py in save(self, fname, remove_data)
     70             self.remove_data()
     71 
---> 72         save_pickle(self, fname)
     73 
     74     @classmethod

~\Anaconda3\lib\site-packages\statsmodels\iolib\smpickle.py in save_pickle(obj, fname)
     13     """
     14     with get_file_obj(fname, 'wb') as fout:
---> 15         cPickle.dump(obj, fout, protocol=-1)
     16 
     17 

TypeError: can't pickle statsmodels.tsa.statespace._statespace.dStatespace objects

Upvotes: 0

Views: 550

Answers (2)

Dileepa Rodrigo
Dileepa Rodrigo

Reputation: 1

use statsmodels version 0.9.0 to solve this issue

Upvotes: 0

Salih Osman
Salih Osman

Reputation: 71

def __getnewargs__(self):
    return ((self.endog),(self.k_lags, self.k_diff, self.k_ma))
ARIMA.__getnewargs__ = __getnewargs__

Upvotes: 0

Related Questions