How to handle missings datas when using Auto-regression ?

[theoeiferman]

Indeed I get this error :
ValueError: cannot reindex from a duplicate axis

Also is there a way to say to the model :" use Auto-regression with Hours" , is freq='H' when applying fit to the data enough ?

Thank you in advance,

[ourownstory]

Hi @theoeiferman

ValueError: cannot reindex from a duplicate axis

Can you please provide the minimal code for us to replicate your issue?

Also is there a way to say to the model :" use Auto-regression with Hours" , is freq='H' when applying fit to the data enough ?

if you like to use AR(12), set n_lags=12

when working with hourly data freq='H' is correct