Python ARIMA.aic Examples

Example #1

def objfunc(order, endog, exog):
    """
    order: (p,d,q)
    endog: endogenous variable
    exog: exogenous variables
    """
    print(endog, order, exog)
    fit = ARIMA(endog, order, exog).fit()
    return fit.aic()

Example #2

File: timeseries1.py Project: Godcomplex11/DU

def objfunc(order, exog, endog):
    from statsmodels.tsa.arima_model import ARIMA
    fit = ARIMA(endog, order, exog).fit()
    return fit.aic()