Error on running

[gkourogiorgas]

Hi I saved all time series in separate pkl files for training and test in the respective folders then ran:
python buildVAR.py 1 traindata/ testdata/
and got this error:

 File "buildVAR.py", line 186, in <module>
    var = VAR(x_train, p)
  File "buildVAR.py", line 22, in __init__
    self.prepare_data()
  File "buildVAR.py", line 38, in prepare_data
    T = ynorm.shape[1]
IndexError: tuple index out of range

Any ideas?