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Questions tagged [pmdarima]

81 questions
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Why are my forecast results so strange for ARIMA model with Fourier Exogenous variables? Python

I pretty sure I am doing something wrong, but I have no idea what it is. I have weekly data from 2018 - 09/2022 and I am trying to forecast the last 13 weeks of 2022 out of sample using the last 13 weeks of 2021 as the exog variables for…
McGez
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Auto ARIMA for multiple series gives " ValueError : Encountered exception in stationarity test ('adf') "

I have a time series dataframe with 109 rows and 96 columns. I've been trying to implement Auto Arima on the dataframe by looping over each column to get the parameters suggested by the model but I get the following error as below. Could someone…
A Newbie
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pmdarima auto_arima residuals different from R auto.arima residuals

Newbie question: I understand pmdarima auto_arima() function is the Python equivalent of R auto.arima() function. When I compare the results of these two functions on the dataset wmurders, I got completely different residuals. What I am doing wrong?…
Hui
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ValueWarning: No supported index is available. while performing auto_arima function in python

I am trying to predict yield of paddy using annual yield data of past 57 years. I have used auto_arima function on train data in python and got ARIMA with order (0,1,1) as the best model. while predicting the values using this model, NaN is…
Mohit Poudel
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pmdarima: Apply .predict method via .groupby and .apply to auto_arima output stored rowwise in a pd.DataFrame

I'm using auto_arima via pmdarima to fit multiple time series via a groupby. This is to say, I have a pd.DataFrame of stacked time-indexed data, grouped by variable variable, and have successfully applied transform(pm.auto_arima) to each. The…
jasmyace
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How to prevent pmdarima auto_arima from generating negative forecasts?

I am using auto_arima method from pmdarima package in python. But the model is producing negative forecasts. I know this can be corrected using lambda and bais adjustment parameter, but don't know how to pass these two parameters to auto_arima…
Debasish
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ValueWarning: No supported index is available. Prediction results will be given with an integer index beginning at `start`

In the prediction block Apparently I have an error associated to the index and the predict() function, for some reason the index passes as integer and not as datetimeIndex, producing an error in the forecast results. I verified the index (X, y) and…
jcalderin
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Accessing t-values in pmdarima

pmdarima has this .pvalues() which described as Get the p-values associated with the t-values of the coefficients. Note that the coefficients are assumed to have a Student’s T distribution. meanwhile it use z statistics not t statistics on it…
irene G
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Does auto arima predict function return series

I have been following this tutorial: https://www.analyticsvidhya.com/blog/2021/11/basic-understanding-of-time-series-modelling-with-auto-arimax/ I was fitting it on my dataset. It was working fine but when I ran it again the next day model.predict…
Gladiator
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How to for - loop for multiple pmdarima univarite model from dataframe using python

Note: I did more complex question here, since it seems to complex on one question, I decide to split into smaller one Here's my dataset name AEON Mall Jakarta Garden City Blok M Plaza Buaran Plaza Central Park Mall Cibubur…
Nabih Bawazir
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Which specific heteroskedasticity test is included in Python pmdarima auto_arima() results?

I posted this question some time ago ago on CrossValidated, but no one has been able to answer it yet, so I've decided to post it here just in case: I'm using auto_arima() function from Python pmdarima library to determine the best ARIMA model. The…
AlejandroDGR
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Error with Pipeline for fourier featurizer

from pmdarima.pipeline import Pipeline from pmdarima.preprocessing import FourierFeaturizer pipeline = Pipeline([ ("fourier_1", FourierFeaturizer(m=7, k=1)), ("fourier_2", FourierFeaturizer(m=14,…
Anant
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How to get fitted in-sample values using auto_arima in python?

I have no problem in getting the forecast out-of sample values but I can't seem to find a way to show the fitted in-sample ones. model = auto_arima(y = training_set['Y'], m = 12, seasonal = True, …
nukepanda
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Why does auto arima generate a best model with q order exceeding my pre-set range?

I would like to create an auto arima model to automatically select the best parameter values. The value range that I set for q is [1,2]. However, the best q value generated by auto arima is 0. Does anyone know why it is? Below is my…
rheeeeaG
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How can I save the output of auto_arima() to a .txt file?

When I run auto_arima() from pmdarima, the console prints these statements to the console for example: Performing stepwise search to minimize aic ARIMA(2,0,2)(1,0,1)[7] intercept : AIC=-296.496, Time=0.88 sec ARIMA(0,0,0)(0,0,0)[7] intercept :…
LGR
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