I would like to use ARIMAResults class for ARIMA modeling. Can anyone cite the differences between the normal ARIMA class and the ARIMAResults class? Also, can someone help me in doing ARIMAResults by giving an example? I have a set of data and have to fit the ARIMA model and predict the values.
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1 Answer
The ARIMAResults class is not directly for users. The results classes are returned by the fit method and hold the relevant results and tests. These are ARMA models, but the same workflow applies.
http://statsmodels.sourceforge.net/devel/examples/notebooks/generated/tsa_arma_0.html http://statsmodels.sourceforge.net/devel/examples/notebooks/generated/tsa_arma_1.html
4 Comments
user 3317704
yeah i understand this. But where do i possibly include ARIMAResults class. Is it after fitting the model using ARIMA.fit()?? should i give the fitted values as input to the ARIMAResults class ??
jseabold
I'm not sure you do understand, or perhaps I'm not being clear. You don't do anything with the
ARIMAResults class. You get it automatically back when you call the fit method of the model. See the examples I posted. Look at the returned type of the object returned from fit.user 3317704
Got it.. thank u so much.. I thought we can explicitely use the ARIMAResults class. Only now understood that it automatically gets called by the fit method, (if i am right). Thank a lot again..
jseabold
Yes, you could do this. It might be better to assign the result returned to fit to a variable, so you can re-use it though.