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