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#### Description
This issue is related to #18, which referenced lingering `include_std_err` args. While statsmodels' `ARMA` model supports this functionality, `SARIMAX` does not. Opening this…
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I was checking some tutorials about arima, and I saw [one](http://www.cognoesis.com/2018/02/13/time-series-data-exploratory-data-analysis-forecast/) that it use the [plot_diagnostics](https://www.stat…
set92 updated
5 years ago
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I am testing the SARIMAX algorithm, with a very simple system. There is one exogenous variable moving from 0 to 1, and the endogenous variable just follows a first order response.
![image](https://us…
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statsmodels.tsa.statespace.sarimax.py (version 0.9.0)
class SARIMA
def __init__(...)
...
# Number of parameters
self.k_params = (
self.k_ar_params + self.k_ma_param…
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new Debian bug report
with cython 2.6 and statsmodels version 0.8
there is no error in master with cython 2.6, so this must be fixed by the statespace refactoring in master
https://bugs.debian…
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Hi!
For me to do better forecast using this tool I believe I need to understand better what is going on under the hood. Right now I feel like I do not understand well enough the mechanics.
How d…
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#### Description
`ValueError: operands could not be broadcast together with shapes ` raised when performing CV.
I think this is due to [this line](https://github.com/tgsmith61591/pyramid/blob…
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When trying to run cell 67:
```
res = Parallel(n_jobs=-1)(delayed(wrap_predict_with_sarimax)(df_=new_train, store_nr=store_nr)
for store_nr in tqdm_notebook(stores))
```…
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The example notebooks for MarkovRegression and MarkovAutoregression on the doc site are broken, looks like nose is not installed on the webserver. Confirmed that both examples (from master) run fine …
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do we have a docstring for the instance returned by get_prediction, e.g. GLM ?
there is no see also in the get_prediction docstring http://www.statsmodels.org/dev/generated/statsmodels.genmod.gener…