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dpbac/mae_residuals.py Secret

Created June 23, 2021 11:35
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mae_residuals.py
arima_model = SARIMAX(df_store_2_item_28_time, order=(4,1,5))
# fit model
arima_results = arima_model.fit()
# Calculate the mean absolute error from residuals
mae = np.mean(np.abs(arima_results.resid))
# Print mean absolute error
print('MAE: %.3f' % mae)
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