Deprecated Library: statsmodels.tsa.arima_model
statsmodels.tsa.arima_model is deprecated, is using statsmols.tsa.ar_model.AutoReg instead the way to go?
I'm enjoying the series a lot, thanks for the great content!
3 answers ( 0 marked as helpful)
# Import
from statsmodels.tsa.arima.model import ARIMA
# Code
model_ar = ARIMA(df.market_value, order=(1,0,0))
results_ar = model_ar.fit()
results_ar.summary()
Follow-up question: What is the order parameters mean? I have read the documentation of the ARIMA model, but I am not sure what (p,d,q) means. https://www.statsmodels.org/devel/generated/statsmodels.tsa.arima.model.ARIMA.html
What is the counterpart of the llf attribute of ARMA model from arima_model, in ARIMA model from arima.model?
Submit an answer
