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我正在运行 SARIMAX 模型，但在指定外生变量时遇到了问题。在第一个代码块（下面）中，我指定了一个外生变量 lesdata['LESpost'] 并且模型运行没有问题。但是，当我添加另一个外生变量时，我最终会收到一条错误消息（请参阅堆栈跟踪）。

ar = (1,0,1)      #  AR(1 3)
ma = (0)  #  No MA terms
mod1 = sm.tsa.statespace.SARIMAX(lesdata['emadm'], exog= (lesdata['LESpost'],lesdata['QOF']), trend='c', order=(ar,0,ma), mle_regression=True)

Traceback (most recent call last):

  File "<ipython-input-129-d1300aeaeffc>", line 4, in <module>
    mle_regression=True)

  File "C:\Users\danie\Anaconda2\lib\site-packages\statsmodels\tsa\statespace\sarimax.py", line 510, in __init__
    endog, exog=exog, k_states=k_states, k_posdef=k_posdef, **kwargs

  File "C:\Users\danie\Anaconda2\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py", line 84, in __init__
    missing='none')

  File "C:\Users\danie\Anaconda2\lib\site-packages\statsmodels\tsa\base\tsa_model.py", line 43, in __init__
    super(TimeSeriesModel, self).__init__(endog, exog, missing=missing)

  File "C:\Users\danie\Anaconda2\lib\site-packages\statsmodels\base\model.py", line 212, in __init__
    super(LikelihoodModel, self).__init__(endog, exog, **kwargs)

  File "C:\Users\danie\Anaconda2\lib\site-packages\statsmodels\base\model.py", line 63, …