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()