python times series deconvolution value error BUG : filter coefficient a[0]==0 not supported yet

I have two time series (x, y) which have 852 length (same period).

x
2020-09-01 0.004342
2020-09-02 -0.000523
2020-09-03 -0.013352
...
2022-12-29 0.12303
2022-12-30 0.32431
2022-12-31 -0.21311

y (factor)
2020-09-01 0.023423
2020-09-02 0.034566
2020-09-03 -0.005465
...
2022-12-29 -0.43533
2022-12-30 0.345367
2022-12-31 0.0004563

When I made the code to deconvolve x and y (Getting residual x by removing x which get effects from y), I had the error as below.

ValueError : BUG : filter coefficient a[0]==0 not supported yet

The Code I made is as below.

recovered, remainder = signal.deconvolve(x,y)

I cannot find the reason why it makes error.

Could you please let me know the way to solve this problem?

Topic python

Category Data Science

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