Last answered:

03 Feb 2024

Posted on:

18 Jan 2023

2

Results are completely different

result
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?

1 answers ( 0 marked as helpful)
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Posted on:

03 Feb 2024

0

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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