statsmodels AR deprecated in v0.11

[benman1]

If you take an up-to-date install of statsmodels this will fail with tsfresh with the following error:

settings = ComprehensiveFCParameters()
extract_features(data, column_id='Time', default_fc_parameters=settings)

NotImplementedError: AR has been removed from statsmodels and replaced with statsmodels.tsa.ar_model.AutoReg.

This was deprecated. Any version before [0.11.0]((https://www.statsmodels.org/dev/release/version0.11.html) should do. This is a quick fix to avoid the problem.

[codecov-commenter]

Codecov Report

Merging #912 (22c0068) into main (28dff2b) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##             main     #912   +/-   ##
=======================================
  Coverage   95.34%   95.34%           
=======================================
  Files          18       18           
  Lines        1867     1867           
  Branches      368      392   +24     
=======================================
  Hits         1780     1780           
  Misses         47       47           
  Partials       40       40           

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[kempa-liehr]

Hi @benman1,
Thanks for the workaround. Actually, I stumbled upon the same error today in one of my projects.
Cheers,
Andreas