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My data set is hourly data (seasonal). I used pmdarima , auto.arma to fit a model with exogenous variable (SARIMAX). However, I don't get coefficient for exogenous variable. I get the same model that …
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Dear,
I am new to ARIMA model time series forecast, when I implement SARIMA model to forecast I received an error message
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ValueError: Invalid value for design matrix. Requires a 2- or 3-dimen…
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When creating an ARIMA model with a differencing of more than 0 it should be impossible to get the prediction of the model for the index 0.
However, when calling predict_in_sample with start=0 on a…
axeng updated
4 years ago
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**Describe the bug**
Using the pmdarima.arima.ARIMA.plot_diagnostics always seems to return the following error: "AttributeError: 'Rectangle' object has no property 'normed'"
**To Reproduce**
…
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Hi team i am trying to fit a time series model with seasonal length 365 days and notice it is taking actually over 2 hours to run. The model parameters look like this and historical_dat is a data tabl…
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Hi, I was following your example code (simple regression), but I'm stuck. I have a DataFrame of shape (1017, 15). The last column is the target so I created two dfs, one for X (1017, 14) and one for y…
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#### Describe the bug
`Process finished with exit code 137 (interrupted by signal 9: SIGKILL)` while fitting `sm.tsa.SARIMAX(y, order=(10, 1, 40), seasonal_order=(0, 0, 0))`.
More info:
I hav…
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#### Describe the bug
The residual plot in the initial period of the SARIMAX model does not seem to be correct. For comparison I plotted the residuals produced by "the same" SARIMA models in statsm…
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The innovation algorithm added by @bashtage in #5042 can give us a way to compute the exact log-likelihood function of an ARMA process (see https://github.com/statsmodels/statsmodels/pull/5325/files#d…
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I see I am sending two dimensional data but statsmodel throws me error that this numpy array is 1 dimension.
**data in numpy array where I want to do prediction:**
array([[Timestamp('2019-06-29 00…