statsmodels.tools.sm_exceptions.X13Error: ERROR: Number of user-defined X elements= 166 not equal to a multiple of the number of columns= 4

Question

My test data has two columns M0 and exog (You can download the X13 software and test data from this link).

import statsmodels.api as sm
import pandas as pd
import numpy as np
import os

X13PATH = r'D:\data\X13'
os.chdir(X13PATH)
os.environ['X13PATH'] = X13PATH
print(os.environ['X13PATH'])

file_path = '../test_data/X13_test_data.xlsx'
sheet_name = 'Sheet1'

df = pd.read_excel(file_path, sheet_name=sheet_name, index_col='date')
print(df.head(5))

df.index = pd.to_datetime(df.index)
# df = df.rename(columns={'festival_factor': 'exog', 'M0': 'endog'})
res = sm.tsa.x13_arima_analysis(endog=df['M0'], exog=df['exog'], x12path=X13PATH, print_stdout=True)
# res = sm.tsa.x13_arima_analysis(endog=df['M0'], x12path=X13PATH, print_stdout=True)
print(res.seasadj)
print(res.plot)

Out:

                  M0      exog
date                          
2009-07-31  34239.30  0.000000
2009-08-31  34406.62  0.000000
2009-09-30  36787.89  0.333333
2009-10-31  35730.23  0.516129
2009-11-30  36343.86  0.000000

Traceback (most recent call last):
  File "D:\data\X13_test.py", line 19, in <module>
    res = sm.tsa.x13_arima_analysis(endog=df['M0'], exog=df['exog'], x12path=X13PATH, print_stdout=True)
  File "C:\Users\LSTM\AppData\Roaming\Python\Python310\site-packages\pandas\util\_decorators.py", line 210, in wrapper
    return func(*args, **kwargs)
  File "D:\Program Files\anaconda3\lib\site-packages\statsmodels\tsa\x13.py", line 518, in x13_arima_analysis
    _check_errors(errors)
  File "D:\Program Files\anaconda3\lib\site-packages\statsmodels\tsa\x13.py", line 201, in _check_errors
    raise X13Error(errors)
statsmodels.tools.sm_exceptions.X13Error: ERROR: Number of user-defined X elements= 166
        not equal to a multiple of the number of columns=  4.

I use sm.tsa.x13_arima_analysis(endog=df['M0'], exog=df['exog'], x12path=X13PATH, print_stdout=True) to perform X13 ARIMA on M0 For seasonal adjustment, the exog column is used as an exogenous variable, but an error occurs: statsmodels.tools.sm_exceptions.X13Error: ERROR: Number of user-defined X elements= 166 not equal to a multiple of the number of columns= 4.

My analysis found that the main cause of the error is caused by exog=df['exog'], because sm.tsa.x13_arima_analysis(endog=df['M0'], x12path=X13PATH, print_stdout=True) can run normally.

How to deal with this error? Thanks.

Update:

res = sm.tsa.x13_arima_analysis(endog=df['M0'], exog=df['exog'].values, x12path=X13PATH, print_stdout=True)

Out:

                  M0      exog
date                          
2009-07-31  34239.30  0.000000
2009-08-31  34406.62  0.000000
2009-09-30  36787.89  0.333333
2009-10-31  35730.23  0.516129
2009-11-30  36343.86  0.000000
Traceback (most recent call last):
  File ".\X13_test.py", line 34, in <module>
    res = sm.tsa.x13_arima_analysis(endog=df['M0'], exog=df['exog'].values, x12path=X13PATH, print_stdout=True)
  File "C:\Users\LSTM\AppData\Roaming\Python\Python310\site-packages\pandas\util\_decorators.py", line 210, in wrapper
    return func(*args, **kwargs)
  File "D:\Program Files\anaconda3\lib\site-packages\statsmodels\tsa\x13.py", line 497, in x13_arima_analysis
    spec += _make_regression_options(trading, exog)
  File "D:\Program Files\anaconda3\lib\site-packages\statsmodels\tsa\x13.py", line 180, in _make_regression_options
    var_names = _make_var_names(exog)
  File "D:\Program Files\anaconda3\lib\site-packages\statsmodels\tsa\x13.py", line 159, in _make_var_names
    raise ValueError("exog is not a Series or DataFrame or is unnamed.")
ValueError: exog is not a Series or DataFrame or is unnamed.