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I am doing some statistical tests using the Dickey-Fuller method.

After I made the import:

from statsmodels.tsa.stattools import adfuller

I am receiving this FutureWarning:

/env/lib/python3.5/site-packages/statsmodels/compat/pandas.py:56: FutureWarning: The pandas.core.datetools module is deprecated and will be removed in a future version. Please use the pandas.tseries module instead. from pandas.core import datetools

The thing is I can't find the implementation for the adfuller() in pandas.tseries as mentioned in the deprecation warning.

Statsmodels version is statsmodels==0.8.0

Any clues how to solve this?

deChristo
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1 Answers1

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According to this thread this was fixed in statsmodels==0.9, so you should upgrade if possible. If you can't upgrade for whatever reason there are ways to suppress warnings so at least you won't have to see them all the time.

Bill DeRose
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apteryx
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