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| # EDA | |
| f.plot_acf() | |
| plt.show() | |
| f.plot_pacf() | |
| plt.show() | |
| f.seasonal_decompose().plot() | |
| plt.show() | |
| stat, pval, _, _, _, _ = f.adf_test(full_res=True) | |
| print(stat) | |
| print(pval) | |
| # Forecast | |
| f.manual_forecast(order=(1,1,1),seasonal_order=(2,1,1,12),call_me='arima2') | |
| # View test results | |
| f.plot_test_set(ci=True,models='arima2') | |
| plt.title('ARIMA Test-Set Performance',size=14) | |
| plt.show() | |
| # View forecast results | |
| f.plot(ci=True,models='arima2') | |
| plt.title('ARIMA Forecast Performance',size=14) | |
| plt.show() | |
| # See summary stats | |
| f.regr.summary() |
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