'<' not supported between instances of 'NoneType' and 'int'

[BENTK125]

setar_model.py
in init(self, endog, order, ar_order, delay, thresholds, min_regime_frac, max_delay, threshold_grid_size, dates, freq, missing)

---> 55 if delay < 1 or delay >= len(endog):
56 raise ValueError('Delay parameter must be greater than zero'
57 ' and less than nobs. Got %d.' % delay

TypeError: '<' not supported between instances of 'NoneType' and 'int'