how to import arch correctly in python

Question

I install arch4.8.1, but when I import it ,there is an error

I have tried reinstalling, but this has no effect

from arch.unitroot import ADF

Then it has a error

AttributeError                            Traceback (most recent call last)
<ipython-input-1-41aa8ae22fe2> in <module>
----> 1 from arch.unitroot import ADF

D:\Anaconda\lib\site-packages\arch\__init__.py in <module>
      1 from arch._version import get_versions
----> 2 from arch.univariate.mean import arch_model
      3 from arch.utility import test
      4
      5 __version__ = get_versions()['version']

D:\Anaconda\lib\site-packages\arch\univariate\__init__.py in <module>
      3 from arch.univariate.distribution import (Distribution, GeneralizedError,
      4                                           Normal, SkewStudent, StudentsT)
----> 5 from arch.univariate.mean import (ARX, HARX, LS, ConstantMean, ZeroMean,
      6                                   arch_model)
      7 from arch.univariate.volatility import (ARCH, EGARCH, FIGARCH, GARCH, HARCH,

D:\Anaconda\lib\site-packages\arch\univariate\mean.py in <module>
     15 from statsmodels.tsa.tsatools import lagmat
     16
---> 17 from arch.univariate.base import (ARCHModel, ARCHModelForecast,
     18                                   ARCHModelResult, implicit_constant)
     19 from arch.univariate.distribution import (GeneralizedError, Normal,

D:\Anaconda\lib\site-packages\arch\univariate\base.py in <module>
     23
     24 from arch.univariate.distribution import Distribution, Normal
---> 25 from arch.univariate.volatility import ConstantVariance, VolatilityProcess
     26 from arch.utility.array import AbstractDocStringInheritor, ensure1d
     27 from arch.utility.exceptions import (ConvergenceWarning, StartingValueWarning,

D:\Anaconda\lib\site-packages\arch\univariate\volatility.py in <module>
     21
     22 try:
---> 23     from arch.univariate.recursions import (garch_recursion, harch_recursion,
     24                                             egarch_recursion, midas_recursion,
     25                                             figarch_weights, figarch_recursion)

D:\Anaconda\lib\site-packages\arch\univariate\recursions.cp36-win_amd64.pyd in init arch.univariate.recursions()

AttributeError: type object 'arch.univariate.recursions.array' has no attribute '__reduce_cython__'

score 1 · Answer 1 · edited Jul 01 '19 at 06:12

1

This seems to be caused by packages compiled by different versions of Cython. My solution is to roll back to an old version of “arch”. Version 4.6.0 works perfectly for me. Good luck for you.

edited Jul 01 '19 at 06:12

Laurenz Albe

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answered Jul 01 '19 at 05:53

Cora

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how to import arch correctly in python

1 Answers1