Question

Python3.6中pickle..dump报错

代码如下：
model = sm.tsa.statespace.SARIMAX(
endog=td_data_log,
exog=train_data[holiday+weather+peak],
order=order,
seasonal_order=seasonal_order,
enforce_stationarity=False,
enforce_invertibility=False,
)
answer = model.fit()
with open(path.join(out_model_path,out_model_pkl%(i)),'wb') as model_file:
pickle.dump(answer, model_file)
报错显示：TypeError: can't pickle statsmodels.tsa.statespace._statespace.dStatespace objects
网上找不到解决办法，还请大神帮忙看看，不胜感激！

Answer 1

Perhaps reach out to the developer that discovered the workaround, he may have some ideas about SARIMAX.