Error while doing VAR model

[aiiwnp]

Describe the bug

[A clear and concise description of what the bug is. This should explain why the current behaviour is a problem and why the expected output is a better solution.]

Code Sample, a copy-pastable example if possible

# Your code here that produces the bug
# This example should be self-contained, and so not rely on external data.
# It should run in a fresh ipython session, and so include all relevant imports.

Note: As you can see, there are many issues on our GitHub tracker, so it is very possible that your issue has been posted before. Please check first before submitting so that we do not have to handle and close duplicates.

Note: Please be sure you are using the latest released version of statsmodels, or a recent build of main. If your problem has been fixed in an unreleased version, you might be able to use main until a new release occurs.

Note: If you are using a released version, have you verified that the bug exists in the main branch of this repository? It helps the limited resources if we know problems exist in the current main branch so that they do not need to check whether the code sample produces a bug in the next release.

If the issue has not been resolved, please file it in the issue tracker.

Expected Output

A clear and concise description of what you expected to happen.

Output of import statsmodels.api as sm; sm.show_versions()

[paste the output of import statsmodels.api as sm; sm.show_versions() here below this line]