find_orders.py

# Create empty list to store search results
order_aic_bic=[]

# Loop over p values from 0-6
for p in range(7):
  # Loop over q values from 0-6
    for q in range(7):
      	# create and fit ARMA(p,q) model
        model = SARIMAX(df_store_2_item_28_time, order=(p,1,q), freq="D") #because adf test showed that d=1
        results = model.fit()
        
        # Append order and results tuple
        order_aic_bic.append((p,q,results.aic, results.bic))

# Construct DataFrame from order_aic_bic
order_df = pd.DataFrame(order_aic_bic, 
                        columns=['p','q','AIC','BIC'])