y = df['Date'] import itertools
def sarima_grid_search(y, seasonal_period): p= d=q= range(0,2) pdq= list(itertools.products(p,d,q)) seasonal_pdg= [(x[0], x[1], x[2], seasonal_period) for x in list(itertools.product(p,d,q))] mini= float('+inf') for param in pdq: for param_seasonal in seasonal_pdq: try: mod= sm.tsa.statespace.SARIMAX(y, order= param, seasonal_order= param_seasonal, enforce_stationarity= False, enforce_invertibility=False) results= mod.fit() if results.aic<mini: mini= results.aic param_mini=param param_seasonal_mini= param_seasonal except: continue
