VAR ValueError: array must not contain infs or NaNs statsmodel code example
Example: array must not contain infs or NaNs
#Please check if any of your values being passed in are NaN or inf:
np.isnan(x).any()
np.isnan(y).any()
np.isinf(x).any()
np.isinf(y).any()
#If any of those yields true. Remove the nan entries or inf entries.