问如何从状态模型AutoRegResults中获取剩余值？model.resid返回所有NaN

EN

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import statsmodels.api as sm
from statsmodels.tsa.ar_model import AutoReg
import warnings

df=pd.read_csv('Bank_of_England_Database.csv',
            sep=',',
            parse_dates=["Date"],
            dayfirst=True,
            index_col="Date")
df.rename({list(df.columns)[-1] : 'Spot Exchange Rate'},
      axis='columns',
      inplace=True)

df['RW 11'] = df.rolling(window=11, min_periods=11, center=True).mean()


xbar = df['Spot Exchange Rate'].mean()
df['demean'] = df['Spot Exchange Rate'] - xbar

fig = plt.figure()
fig.suptitle("AR(p) Residuals")

lags = [1] #, 2, 3]

for lag in lags:
    warnings.filterwarnings("ignore")           # Stops a FutureWarning and ValueWarning about dates
    model = AutoReg(df['demean'], lags=lag)
    results = model.fit()
    resid = results.resid    # Returns NaN
    print(resid.head())

    plt.plot(df.index[lag:], resid, label=f"lag={lag}")
    results.plot_diagnostics()
    plt.show()

Date
2015-05-01   NaN
2015-05-05   NaN
2015-05-06   NaN
2015-05-07   NaN
2015-05-08   NaN
dtype: float64
No handles with labels found to put in legend.

import pandas as pd
import numpy as np
from statsmodels.tsa.api import AutoReg
import statsmodels as sm
import matplotlib.pyplot as plt


print(f"statsmodel version: {sm.__version__}")

df=pd.read_csv('Bank_of_England_Database.csv',
            sep=',',
            parse_dates=["Date"],
            dayfirst=True,
            index_col="Date")
df.rename({list(df.columns)[-1] : 'Spot Exchange Rate'},
      axis='columns',
      inplace=True)
df['demean'] = df['Spot Exchange Rate'] - df['Spot Exchange Rate'].mean()

res = AutoReg(df['demean'], lags=2).fit()
results.plot_diagnostics()
print(f"All NaN: {np.isnan(res.resid).all()}")
plt.show()

statsmodel version: 0.12.2
/usr/local/lib/python3.9/site-packages/statsmodels/tsa/base/tsa_model.py:581: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
  warnings.warn('A date index has been provided, but it has no'
/usr/local/lib/python3.9/site-packages/statsmodels/tsa/ar_model.py:248: FutureWarning: The parameter names will change after 0.12 is released. Set old_names to False to use the new names now. Set old_names to True to use the old names. 
  warnings.warn(
All NaN True