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| from scalecast.auxmodels import auto_arima | |
| auto_arima( | |
| f, | |
| start_P=1, | |
| start_q=1, | |
| max_p=6, | |
| max_q=6, | |
| m=12, | |
| seasonal=True, | |
| max_P=2, | |
| max_D=2, | |
| max_Q=2, | |
| max_d=2, | |
| trace=True, | |
| error_action='ignore', | |
| suppress_warnings=True, | |
| stepwise=True, | |
| information_criterion="aic", | |
| alpha=0.05, | |
| scoring='mse', | |
| call_me='arima3', | |
| ) | |
| f.plot_test_set(ci=True,models='arima3') | |
| plt.title('ARIMA Test-Set Performance',size=14) | |
| plt.show() | |
| f.plot(ci=True,models='arima3') | |
| plt.title('ARIMA Forecast Performance',size=14) | |
| plt.show() |
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