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I'm trying to find right parameters for ARIMA but not able to use parameters higher than 4. Here is the code.

from cuml.tsa.arima import ARIMA
 
p = 5
q = 0
P = 1
Q = 0

model = ARIMA(train, order=(p,0,q), seasonal_order=(P,0,Q,24), simple_differencing= False)  
model.fit()  
forecast_df = model.forecast(10)  
forecast_df

Error message
ValueError: ERROR: Invalid order. Required: p,q,P,Q <= 4

Is there any way to use parameters higher than 4. I have used higher parameters with statsmodel library but as my data is large I need GPU support provided by this library.

shadow5893
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1 Answers1

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I am the main contributor to this model.

Unfortunately, it is currently impossible to use values greater than 4 for these parameters due to implementation reasons.

I see that you have opened a GitHub issue, thanks for that. We will consider adding support for higher parameter values and keep you updated on the GitHub issue.

nyr1o
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