Open trandafile opened 1 month ago
What's the version of statsmodels
package are you using?
Ciao, thanks a lot for your reply. The version is: 0.14.2
Luigi
Il giorno dom 7 lug 2024 alle ore 21:22 Shashank @.***> ha scritto:
What's the version of statsmodels package are you using?
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I checked the docs for 0.14.2 and the keyword freq is changed to period.
So in the new version of library the code is:
decomposition = seasonal_decompose(df_sample['SP500'], model='additive', period=30)
Thanks a lot for your feedback. Now this section of the code is working. However, I get this error: --------------------------------------------------------------------------- NotImplementedError Traceback (most recent call last) Cell In[24], line 3 1 from statsmodels.tsa.arima_model import ARIMA ----> 3 model = ARIMA(df_sample.y_log, order=(1,1,2)) 4 model_fit = model.fit(disp=0) 5 print(model_fit.summary())
File c:\Users\Luigi Boccia\AppData\Local\Programs\Python\Python312\Lib\site-packages\statsmodels\tsa\arima_model.py:45, in ARIMA.init(self, *args, kwargs) 44 def init(self, *args, *kwargs): ---> 45 super().init(args, kwargs)
File c:\Users\Luigi Boccia\AppData\Local\Programs\Python\Python312\Lib\site-packages\statsmodels\tsa\arima_model.py:29, in ARMA.init(self, *args, *kwargs) 28 def init(self, args, **kwargs): ---> 29 raise NotImplementedError(ARIMA_DEPRECATION_ERROR)
NotImplementedError: statsmodels.tsa.arima_model.ARMA and statsmodels.tsa.arima_model.ARIMA have been removed in favor of statsmodels.tsa.arima.model.ARIMA (note the . between arima and model) and statsmodels.tsa.SARIMAX.
statsmodels.tsa.arima.model.ARIMA makes use of the statespace framework and is both well tested and maintained. It also offers alternative specialized parameter estimators.
I've solved it using this code:
import pandas as pd from statsmodels.tsa.arima.model import ARIMA model = ARIMA(df_sample['y_log'], order=(1, 1, 2)) model_fit = model.fit()
print(model_fit.summary())
I'm trying to use the code.
This section: from statsmodels.tsa.seasonal import seasonal_decompose
decomposition = seasonal_decompose(df_sample['SP500'], model='additive', freq=30) plt.rcParams["figure.figsize"] = [13, 7] fig = decomposition.plot()
Gives these errors: TypeError Traceback (most recent call last) Cell In[53], line 3 1 from statsmodels.tsa.seasonal import seasonal_decompose ----> 3 decomposition = seasonal_decompose(df_sample['SP500'], model='additive', freq=30) 4 plt.rcParams["figure.figsize"] = [13, 7] 5 fig = decomposition.plot()
TypeError: seasonal_decompose() got an unexpected keyword argument 'freq'