ARIMA-PIB-Français.py

#!/usr/bin/env python
# coding: utf-8
from pandas import read_csv
from datetime import datetime
from matplotlib import pyplot
from pandas.plotting import autocorrelation_plot
from pandas import DataFrame
from statsmodels.tsa.arima_model import ARIMA
from matplotlib import pyplot



series = read_csv('france-pib.csv', header=0, parse_dates=[0], index_col=0)
series.head()

series.plot(title="Evolution du PIB par an").set(xlabel="Année", ylabel="PIB")
pyplot.show()

autocorrelation_plot(series)

# fit model
model = ARIMA(series, order=(10,1,0))
model_fit = model.fit(disp=0)

fig = model_fit.plot_predict(1, 90)
#pyplot.legend(loc="upper left")