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I am using statsmodel version 0.9.0 and Jupiter notebook to run SimpleExpSmooting and Holtwinters model and getting attribute error _get_prediction_index for both.

Tried reinstalling the statsmodel package

from statsmodels.tsa.holtwinters import SimpleExpSmoothing
fit2 = SimpleExpSmoothing(np.asarray(Train['Count']))
fit2._index = pd.to_datetime(Train.index)
pred = fit2.fit()
y_hat_avg['SES'] = pred.forecast(len(valid))

Expected results would be correct forecast. Instead getting the error below:

AttributeError: 'SimpleExpSmoothing' object has no attribute '_get_prediction_index'.

Any pointers please, TIA.

Tom Ron
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  • Can you share a sample of the `Train` dataset? Please share the full Traceback error message. – amanb Apr 07 '19 at 17:47
  • Perhaps, you should try re-installing the package with the latest version. Refer: https://github.com/statsmodels/statsmodels/issues/4225 – amanb Apr 07 '19 at 17:48

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