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Questions tagged [sarimax]

SARIMAX (abbreviation for Seasonal Auto-Regressive Integrated Moving Average with eXogenous factors) is a solution for forecasting time series data with seasonal trends. Use this tag for questions only about this specific type of prediction. Do not use this tag for different type of time series prediction such as ARIMA, LSTM, etc.

SARIMAX (abbreviation for Seasonal Auto-Regressive Integrated Moving Average with eXogenous factors) is a solution for forecasting time series data with seasonal trends. It is an extension of ARIMA (Auto Regressive Integrated Moving Average) with four new parameters for tuning: P, D, Q, and s.

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Max lag problem using auto arima function

I am trying to run an stepwise analysis using auto arima function for different products. All my products have monthly data from january 2019, till December 2021 (36 data points). Nevertheless, I am using a training set till June 2021, therefore 30…
MIGB91
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SARIMAX: Calculating the Seasional_order(P, D Q, M) values

Is there a function or library (like auto_arima to get the order(p,d,q) values) available to calculate the P, D, Q and M values to be used in Seasional_order(P,D,Q,M) in SARIMAX model. Thanks,
SM079
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ARIMA Model in R - datacamp exercise -

in a datacamp exercise it seems to me not clear at all the answer We have the data: globaltemp , provide by asta package, also I use astsa package functions The exercise says that evaluate this data using sarima and decide which of the two models…
Diego Alonso Sánchez
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Why does the number of observations change the prediction of a sarimax model with fixed coefficients?

After training a sarimax model, I had hoped to be able to preform forecasts in future using it with new observations without having to retrain it. However, I noticed that the number of observations i use in the newly applied forecast change the…
Saleem Khan
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ARIMA Modeling running time issue

My data set is a weekly data that contains two variables Production and Shipment. Production is the independent variable and Shipment is the dependent variable. First I'm trying to forecast Production values and use that as a regressor to forecast…
Arvind Menon
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How do I subtract truth values from forecasted values using SARIMAX in Python?

I'm getting NaN values when I substract truth values from forecasted values. I can't see why this will not work. Here is my code and the output below that. The output shows that the values cannot be subtracted, but I can't figure out…
Viv
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Python - Sarima/Sarimax - creation of an output table for multiple predictions

I'm currently working on a project and I'm not quite sure how to best implement the next step, so I'd appreciate suggestions and feedback. In my data a certain date can occur several times, because I forecast the sales by zipcode. Example of the…
L K
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Pipeline auto_arima/SARIMAX

I want to use auto_arima because I want SARIMAX and I want it to pick the best parameters. My code is actually running through a bunch of different combinations (as it is predicting multiple items) and it is running through multiple models so that…
westiegirl
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when I run Arima/Sarima Model getting errors - ufunc 'isnan' not supported for the input types or Panda on numpy cast

I am building ARIMA/Sarima Model in percentages but getting following error 1- model = SARIMAX(np.asarray(train), order = (0, 1, 1), seasonal_order =(1, 1, 1, 12)) TypeError: ufunc 'isnan' not supported for the input types, and the inputs could not…
Ashish
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Time series analysis: what should be the train:test ratio for a small dataset of only 41 observation?

I am new in the field of time series data analysis. I am trying to forecast Production data by using SARIMA models. There is a clear seasonal pattern in the data. Unfortunately, I only have 41 observations in total that I can use to build the…
Sharif Al-Mahmud
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exog = I shouldn't name this

forecast = model.get_forecast(50, exog = data1[[***]].iloc[length-60:-10]) Can I specify a different name for what I put in *** above? For example, like below. eelement = 'open', 'high', 'low', 'volume' forecast = model.get_forecast(50, exog =…
user15528627
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Problem with SARIMAX plotting in matplotlib

So I am trying to forecast stocks using the yfinance api (using the amazon ticker) and I think it is working correctly, the only problem I have is plotting it in matplotlib. Whenever I try and plot the closing price with the predicted mean it does…
Higgs
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Performance for adfuller and SARIMAX

This is somewhat of a continuation of a previous post but I am trying to forecast weekly revenues. My program seems to hang on the adfuller test. It has run before and appears stationary via p-value but not consistently. I have added SARIMAX in as…
Antonio
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Can not plot predictedvalues with SARIMA

I am bulding SARIMA time series with statsmodels.tsa.statespace.sarimax beacuse pmdarima doesn't install. My data has 44 observation 10 years every quarter. My target is to predict next 1 or 2 years. Could anyone give idea what I need to pot the…
yankov.plamen
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Adding exog variable into SARIMAX grid search

I've followed Jason Brownlee's excellent tutorial on SARIMAX grid searching, and have got it working when predicting using a univariate series. However, I need to add in an exogenous variable. I know that to do this, you need to add in an exog…
Dave C
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