Created
March 15, 2022 14:46
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| f.set_validation_length(12) | |
| grid = { | |
| 'order':[(1,1,1),(1,1,0),(0,1,1)], | |
| 'seasonal_order':[(2,1,1,12),(1,1,1,12),(2,1,0,12),(0,1,0,12)] | |
| } | |
| f.ingest_grid(grid) | |
| f.tune() | |
| f.auto_forecast(call_me='arima4') | |
| f.plot_test_set(ci=True,models='arima4') | |
| plt.title('ARIMA Test-Set Performance',size=14) | |
| plt.show() | |
| f.plot(ci=True,models='arima4') | |
| plt.title('ARIMA Forecast Performance',size=14) | |
| plt.show() | |
| f.regr.summary() |
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