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
Tag: arima
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
How to forecast time series using AutoReg in python
I’m trying to build old school model using only auto regression algorithm. I found out that there’s an implementation of it in statsmodel package. I’ve read the documentation, and as I understand it should work as ARIMA. So, here’s my code: And when I want to predict new values, I’m trying to follow the documentation: Both returns a list of