Write sample code of ARIMA in Python or R
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Just the main part of the code
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Machine Learning
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Answers ( 3 )
This is the sample code for ARIMA model in R with
AR =1
I=0
MA = 2
ARIMA2<-Arima(D.SPY, order = c(1, 0, 2)).
Fitting ARIMA model in Python
model = ARIMA(series, order=(5,1,0))
model_fit = model.fit(disp=0)
print(model_fit.summary())
from statsmodels.tsa.arima_model import ARIMA
model = ARIMA(series, order=(5,1,0))
model_fit = model.fit(disp=0)
print(model_fit.summary())
#we fit an ARIMA(5,1,0) model. This sets the lag value to 5 for autoregression, uses a difference order of 1 to make the time series stationary, and uses a moving average model of 0.