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We need to create an ARIMA model on the LOB data. We may choose to model a forecast on max bid, min ask.
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Thank you for the great work on statsmodels.
I would like to fit the SARIMAX model via "Conditional Least Square Estimation" not just via "MLE".
SAS Arima has this functionality but does the S…
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### Description
Is there an api to print the model coefficients/aic/bic etc like `R` or `statsmodels`? I fitted an ARIMA model but the Nixtla classes don't appear to implement REPL support so its har…
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I would like to clarify that I understood conception of se_mean and standard deviation in statsmodels correctly. Could you help me with this?
In documentation **statsmodels.tsa.base.prediction.Pre…
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Hi, I wanted to continue the conversation around autots ability to do multivariate analysis.
I have tried the stand-alone Sarimax algorithm with its exog parameter capabilities to add covariates to…
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Hello I do timeseries forecasting with TSA, AR, ARIMA, ARMA. What I would like to be doing is, training the models with a subset of the data I have to get the weights and then try the models on new un…
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### Feature description
In reference to #7305, it's clear to me that @nandiya isn't coming back to fix the warnings in `machine_learning/forecasting/run.py`. With that said, I want to discuss some mo…
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We have seasonal effects in SARIMAX, but not in the original ARMA, #247
other alternatives
- use deterministic seasonality through exog.
- other tsa models like exponential smoothing versions, .... …
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**Is your feature request related to a problem? Please describe.**
#1497 #962 -> These mention a method to obtain coefficients of ARIMA model returned from autoARIMA.
**Describe the solution you'd…
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There are different problems when we reparameterize for optimization
for SARIMAX: https://github.com/statsmodels/statsmodels/issues/#2252#issuecomment-74252465
for MixedLM: #2231
frequently used des…