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Tag: arima

Error with Pipeline for fourier featurizer

When I run above code. I get following error: TypeError: Last step of Pipeline should be of type BaseARIMA. ‘FourierFeaturizer(k=1, m=14)’ I don’t wish to use BaseARIMA. Just wish to use FourierFeaturizer is it possible? Answer Yes, it’s possible. Each FourierFeaturizer has a fit_transform method, which returns the y var and new exogenous variables. By concatenating this return value, you

Extract Summary Values from ARIMA

I faced the following issue after running ARIMA model: How do I extract Prob(Q) and Prob(H) values from ARIMA Summary Table? For example, I can easily obtain AIC by typing: Unfortunately, I could not find properties for Ljung-Box and Heteroskedasticity here. Do you know how to get them easily? Answer The summary method stores these outputs as html tables. You

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