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Err with no attribute ARMA
ARMA(df.returns.iloc[1:], order=(0,1)) but I got below msg
NotImplementedError:
statsmodels.tsa.arima_model.ARMA and statsmodels.tsa.arima_model.ARIMA have
been removed in favor of statsmodels.tsa.arima.model.ARIMA (note the .
between arima and model) and statsmodels.tsa.SARIMAX.
statsmodels.tsa.arima.model.ARIMA makes use of the statespace framework and
is both well tested and maintained. It also offers alternative specialized
parameter estimators.
I replaced arima_model with arima.model but ARMA is not defined
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