Skip to content
Advertisement

Extract Summary Values from ARIMA

I faced the following issue after running ARIMA model:

JavaScript

How do I extract Prob(Q) and Prob(H) values from ARIMA Summary Table?

For example, I can easily obtain AIC by typing:

JavaScript

Unfortunately, I could not find properties for Ljung-Box and Heteroskedasticity here. Do you know how to get them easily?

Advertisement

Answer

The summary method stores these outputs as html tables. You can extract these values by converting to pandas dataframe.

JavaScript
User contributions licensed under: CC BY-SA
2 People found this is helpful
Advertisement