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I'm trying to compute some nice seasonal_decompose of a 'D' freq'd series, but this freq isn't recognized by https://github.com/statsmodels/statsmodels/blob/master/statsmodels/tsa/tsatools.py#L625... …
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I'm fitting a very simple model for the `taylor` series from R's forecast library, and trying to reproduce it with `pmdarima`:
If I do this:
`Arima(taylor, order=c(0,0,1), lambda = NULL)`
and th…
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see discussion starting here https://github.com/statsmodels/statsmodels/pull/2470#issuecomment-114961140
summary: if exog is longer than what is required for the prediction, then the first slice is u…
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Currently we just take a shortcut in `start_params` where if the error terms are individual ARs, rather than jointly as a VAR, we still estimate a VAR and then take the diagonal elements of each coeff…
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#### Describe the bug
Prediction methods produce different outcomes on series with the same values but different indices. To illustrate what I mean I will provide a few examples of the same data wi…
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**Describe the bug**
Running pmdarima >= 1.5.0 with Cython >= 0.29.13 seems to return an attribute error when the `auto_arima` method is called.
**To Reproduce**
Steps to reproduce the behaviou…
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**Is your feature request related to a problem? Please describe.**
I'm sure there will be many situations where users just want to get a quick forecast on a time series. Implementing a `fit_predict` …
big-o updated
4 years ago
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My full code is:
pred = results_default.get_prediction(start=pd.to_datetime('2017-12-22'), dynamic=False)
pred_ci = pred.conf_int()
ax = y['2014':].plot(label='observed')
pred.predicted_mean.plo…
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**Question**
I have a question about the n_jobs parameter in pm.auto_arima. I try to run the auto_arima to find the configuration for my model SARIMA. According to the document, if I set the st…
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Upon trying to use Nyoka to export some SARIMAX model to PMML in some project, I always end up with the same error, roughly something like
``` File "SARIMAXPMML.py", line 31, in
ArimaToPMML(…