We noticed that https://github.com/pySTEPS/pysteps/blob/master/pysteps/blending/steps.py fails if your radar input consists of time steps with precipitation and time steps without precip. That is because we cannot calculate the correlation coefficient with 0 variance.
While trying to fix this issues, we also noticed that the blending fails for ar_order=1. This is a more general issue.
There are no tests for ar_order=1, too.