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Questions tagged [arima]

ARIMA (AutoRegressive Integrated Moving Average) model is a statistical model for finding patterns in time series in order to predict future points in the series.

In time series analysis, ARIMA (AutoRegressive Integrated Moving Average) model is a statistical model for finding patterns in time series in order to predict future points in the series (forecasting).

If your question concerns theoretical topics on ARIMA or practical topics which are not about implementation you might want to ask the question on cross validated.

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ARIMA forecast keep getting error 'data' must be of a vector type, was 'NULL'

I keep getting an error when fitting my ARIMA to the data, 'data' must be of a vector type, was 'NULL'. library(forecast) foo <- read.csv("https://nofile.io/g/0qrJl41nhf3bQQFjBmM6JurzGJFQSioCTGEzZhWVl9zA1kXnAJsCsSsxN1ZN7F4D/data.csv/") data <-…
farmerm3
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How to interpret the second part of an auto arima result in R?

I am performing a time series analysis on my data and I have run the auto arima function to determine the best coefficients to use in my ARIMA model. model1 <- auto.arima(log(mydata_ts)) model1 Series: log(mydata_ts) ARIMA(2,1,1)(1,0,0)[12]…
user3115933
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Error in Threading SARIMAX model

I am using threading library for the first time inorder to speed up the training time of my SARIMAX model. But the code keeps failing with the following error Bad direction in the line search; refresh the lbfgs memory and restart the iteration. This…
Uasthana
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How to verify the best ARIMA model?

I am trying to do forecasting based on ARIMA. Currently I am choosing the best ARIMA model and predicting for a certain period based on the best chosen ARIMA model. I am doing that by getting the AIC value and keeping the fact in mind that: The…
raiyan22
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LU decomposition error in statsmodels ARIMA model

I know there is a very similar question and answer on stackoverflow (here), but this seems to be distinctly different. I am using statsmodels v 0.13.2, and I am using an ARIMA model as opposed to a SARIMAX model. I am trying to fit a list of time…
rchurch4
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Can't update StatsModels SARIMAX with new observation (ValueError)

I'm trying to run out-of-sample validations on a time-series dataset using SciKitLearn's TimeSeriesSplit() to create train/test folds. The idea is to train Statsmodel's SARIMAX on the train folds and then validate on the test folds without refitting…
Josh
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How to use external regressors for training Arima_PLUS model in BigQuery?

I created a model on big query, Is it possible to include additional columns as external regressors ? For example I'd like to include Date, Users, page per session, bounce rate etc. for forecasting users. create or replace model…
Vishvas Chauhan
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sktime ARIMA invalid frequency

I try to fit ARIMA model from sktime package. I import some dataset and convert it to pandas series. Then I fit the model on the train sample and when I try to predict the error occurs. from sktime.forecasting.base import ForecastingHorizon from…
student
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TypeError: ARIMA() got an unexpected keyword argument 'order'

I am trying to run ARIMA model like, ''' model = ARIMA(data, order=(5, 1, 1)) model_fit = model.fit(disp=False) # make prediction yhat = model_fit.predict(len(data), len(data), typ='levels') ''' but getting the below…
rittik
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arima.sim() function with varying: sample sizes, phi values and sd values

I want to simulate ARIMA(1,1,0) with varying: sample sizes phi values standard deviation values. I admire how the bellow r code is simulating just one ARIMA(1,1,0) which I want to follow the format to simulate many ARIMA(1,1,0) with varying sample…
Daniel James
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Arima with multivariate independent variables in python

I have a dataset having dateofpurchase,locations,items,salesqty as shown below, Date Location Item sales_qty 02/01/2019 aaa x 123 02/01/2019 aaa y 323 02/01/2019 bbb x 1023 02/01/2019 …
Venugopal srinivasan
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Decide p, q values based on acf and pacf graphs and identify parameters of SARIMA based on the graphs

I need to know the way how to calculate/decide the p and q value for ARIMA model based on the acf and the pacf graph. Kindly help
user3789200
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ARIMA model producing a straight line prediction

I did some experiments with the ARIMA model on 2 datasets Airline passengers data USD vs Indian rupee data I am getting a normal zig-zag prediction on Airline passengers data ARIMA order=(2,1,2) Model Results But on USD vs Indian rupee data, I am…
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Why I got 'The computed initial AR coefficients are not stationary' even after differencing my time series?

I wanted to know why did I got 'The computed initial AR coefficients are not stationary' even after specifying the differencing order as 1 while using ARIMA(1,1,1). The df['prod rate'] contains values in ascending order from 1 to 20 and I am pretty…
Aditya Mahajan
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compatibility issue of magrittr and arima in R

consider the following example: library(tidyverse) set.seed(1) forecast::forecast x <- cumsum(rnorm(10)) y1 <- arima(x, order = c(1, 0, 0)) y2 <- x %>% arima(order = c(1, 0, 0)) length(fitted(y1)) [1] 10 length(fitted(y2)) [1] 0 The objects y1and…
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