I use auto_arima
to find the best values for p, d, q, P, D, and Q. After trying many times, I notice something strange (At least for me, because I'm new to Forecasting. ) regardless of the data and other parameters, auto_arima
only uses the value of d
, D
it seems the value of max_d
and max_D
is useless. My questions are:
- When
max_d
andmax_D
will be used? (try values between d or max_d) - Why do
p
andq
starts withstart_
butd
does not?
Below is my code sample and the output:
BEST_MODEL=auto_arima(
df,
d=0,max_d=2,
start_p=0,max_p=5,
start_q=0,max_q=5,
D=0,max_D=2,
start_P=0,max_P=5,
start_Q=0,max_Q=5,
m=7,
seasonal=True,
error_action='warn',
trace=True,
supress_warnings=False,
stepwise=False,
)