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alkaline-ml / pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
https://www.alkaline-ml.com/pmdarima
MIT License
1.57k stars 231 forks source link

pmdarima about Quickstart program 3.1. Auto-ARIMA example #508

Closed n-matsukawa closed 2 years ago

n-matsukawa commented 2 years ago

Describe the question you have

Hello everyone. My name is Norifumi. I am trying auto_arima with pdmarima lib. I see web (https://alkaline-ml.com/pmdarima/quickstart.html). But my summary is not same web result. I try 2type OS(win,mac). Please tell me that this difference cause. I attach 3 files. sample3_1.txt Result_Windows10OS.txt
Result_macOS.txt sample3_1.txt Result_Windows10OS.txt Result_macOS.txt

Versions (if necessary)

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tgsmith61591 commented 2 years ago

What version of statsmodels are you on? My guess would be difference in version could yield very slight differences in AIC scores which would cause models to sort differently.

n-matsukawa commented 2 years ago

Thank you Taylor G Smith. I use statsmodels version below. Window10 statsmodels 0.13.2 MacOS statsmodels 0.13.2 Best regards

tgsmith61591 commented 2 years ago

Ok, I see the issue here. The quickstart doc you reference is one of few static examples we have, and has not been regenerated since v1.0.0 (3.5 years ago). We'll update that doc, as the version of statsmodels used back then was vastly different. Your results match what I get on the latest version of statsmodels.