Did you try running the Python commands within Python directly without using EViews? If so, does it give you the same error?
When you do this, make sure you're using the same Python environment that EViews is talking to. EViews does a few things behind the scenes during a Python command, but this usually only done when going an XGET or XPUT call, not when simply running a Python command within XON.
The reason I mention this is because your screenshot is strange in it is showing a Python command (last red line) that isn't in the original EViews program you showed at the top of your post (the line starting with 'all_params ='). Was this line actually in your program and you forgot to include it or did this line just appear out of nowhere?
Finally, I noticed you're using a Python environment under Anaconda. To make sure you have access to all the same Anaconda managed Python libraries, update your EViews 12 to the latest version, then open an Anaconda command prompt, switch/activate to the proper 'time_series' environment, then launch EViews from that same command prompt so that EViews 12 is using the same environment variables that Anaconda sets up. Refer to this
previous post that discusses using EViews with Anaconda.