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setar model #35

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@sorujov

Hi,
I am new to python programming. I tried to replicate your code for setar model but it seems not to work. I receive the following error:

ModuleNotFoundError: No module named 'statsmodels.tsa.setar_model'

I am using python 3.

Also, I could not find the setar functionality in the official website of statsmodels. Thanks in advance.

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