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Hey there. Using the sarimax / sarimaxresults.forecast functions, i noticed something strange:
In the sarimax function, if i opt to use exogenous variables, you check its type, and if its not a Dat…
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If I just use the `predict()` function (like in the examples), it seems to me that we're predicting values based on data we used to generate the parameters of the model Let's say that every day I get …
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I m trying to use SARIMAX to predict future forecast values. this is my data
2020-01-22 13:30:00 134.808840
2020-01-22 13:45:00 101.113338
2020-01-22 14:00:00 105.134895
2020-01-22 14:15:00 115.…
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#### Describe the bug
Extending a VARMAX model with new observations throws a ValueError even though the analogous univariate extend with same syntax works for SARIMAX.
#### Code Sample, a copy-…
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**Question**
```python
data = [359125698.64, -419934.7, -31623185.37, 19556515.5, 934374.83, 88643847.73, 18983611.85, 638945.66, -4079020.52, -41301474.38, -999558.35, -999558.35, 52100319.…
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Although my best_model_params are (1,1,1,0,1,1,14) the example below that optimization fits a model, claiming that it's about to use the best values, with (0,1,1,1,1,1,12) parameters. What am i missin…
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Hello,
Let's say I have the following State Space model: https://www.statsmodels.org/dev/examples/notebooks/generated/statespace_local_linear_trend.html
To forecast in the future, this is done:
…
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Hi
I try to forecast stock values with sarimax
I use exog vars in my training, as exchanged volumes.
I'd like to forecast because i don't know futur values of the stock of course, but i don't know …
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Hello everybody, I'm working on my final project and
I wanna apply SARIMAX on my data but first, I need to study the trend, seasonality...
I tried to set the date column as an index and sort the va…
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Hi all,
I am new to time series forecasting and I am trying to figure out the fundamentals of how to conduct a forecast using Prophet. I have gone through the documentation and I've also been readi…