Python FamaMacBeth无法将datetimelike从[datetime64[ns]]键入到[float64]

Question

当尝试在我的数据集上运行FamaMacBeth回归时，我得到TypeError：

cannot astype a datetimelike from [datetime64[ns]] to [float64],

“我的日期”列的类型为numpy.ndarray

有人知道我做错了什么吗

Answer 1

这是一个known issue：

The problem is that we don't support the datetime64[s] type on pandas objects, even though it's a valid type for NumPy arrays.

一种可能的解决方法是直接转换为浮动，如对该问题的评论：

Pandas DataFrame - 'cannot astype a datetimelike from [datetime64[ns]] to [float64]' when using ols/linear regression