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First, thanks for making your code open source and for the great medium article. This is really great stuff.
I'm just going through your code and trying to understand it. In your [BitcoinTradingEnv…
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**Describe the bug**
`DummyForecaster` does not adhere to the forecaster interface. The forecast horizon is given to `fit` and the predictions are calculated in this method instead of in `predict`.…
big-o updated
4 years ago
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[W 2019-06-07 12:02:31,288] Setting status of trial#6 as TrialState.FAIL because of the following error: LinAlgError('Non-positive-definite forecast error covariance matrix encountered at period 1')
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After running auto.arima model, when I am trying to get the residual values the value it gives for the 1st data point when differencing parameter (d) >0 is wrong. I have attached the screenshot for th…
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**Question**
**Versions (if necessary)**
Is there anyway in an auto_arima model to get the list of parameters. (For example p number of AR parameters, Q number of MA parameters,...)
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**Describe the bug**
I get this annoying bug when trying to fit my data with my generated Arima:
`ValueError: maxlag should be < nobs`
I am not entirely sure what it means, but upon googling i f…
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I want to fit ARIMA model on y1 series as follows:
```
import statsmodels.tsa.arima_model as arima
arima_model = arima.ARIMA(y1,order=(1, 0, 1)).fit()
```
and then I want to change the y1 (endog…
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Passing a NumPy integer (instead of a Python integer) to the periodicty in the `seasonal_order` argument of `SARIMAX` raises the exception:
> TypeError: object of type 'numpy.int64' has no len()
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the `arima.update` code specifically says:
```
# Get the model parameters, then we have to "fit" a new one. If you're
# reading this source code, don't panic! We're not just fitti…