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I am getting error saying "maxlag should be < nobs" when I ran SARIMAX.
**mod_sl_ar = sm.tsa.statespace.SARIMAX(train[var],exog=train[arimax_vars],order= [0,1,2] , seasonal_order= [0,1,1,52] ,m…
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```
___________________________ test_pickle_fit_sarimax ___________________________
def test_pickle_fit_sarimax():
# Fit an ARIMA(1,1,0) to log GDP
mod = sarimax.SARIMAX(data['…
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I'm newer user of both python and Spyder, but since the begining in original conf of Spyder3 (now also Spyder4) from Anaconda, I noted such EOF error while stepping any for cycle or if statement !! I…
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I am new to github so if i need to add additional information please let me know.
The error comes up when I am adding this variable to my exogenous variables.
Its the standard deviation from the me…
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Hi all,
I am using one Seasonal ARIMA model with (1,1,0)x(0,0,1)4 parameter. But I see the hand calculated forecast is not matching with the model's forecast result.
Following is the code snippe…
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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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I applied the auto_arima method onto a [dataset](https://fred.stlouisfed.org/series/INVCMRMT) and received the following trace output:
```
Fit ARIMA: order=(0, 1, 0) seasonal_order=(0, 0, 0, 0); A…
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Hello,
I am trying to train my SARIMAX function with endogenous and exogenous data. My endogenous data is **price** column presented as Y and exogenous data is **totaltx** column presented as X. H…
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A trouble occures with `fit` method for data of order (3, 0, 2)x(0, 0, 0, 0). There is no exogenous variables, and there are 200 observations of endogenous one. I'm not familiar with the topic enough,…
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Would be nice to have a seasonal ARMA model.