Last answered:

03 Feb 2024

Posted on:

18 Jan 2023


Results are completely different

As you can see here, the code is the same yet it yields completely different result. It's also evaluating the same dates! What's going on here?

Also what does it mean if the only coefficient it has is sigma2?

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Posted on:

03 Feb 2024


It looks like auto_arima changed its parameter names. Exchanging exogenous= with X= worked for me.

'The exogenous argument has been deprecated in favor of X - See the RFC and the PR for more information.

Beginning in version 2.0, the exogenous argument will raise an error.'

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