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