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@geniusnhu
Created March 5, 2020 09:20
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Auto arima for time series
stepwise_model = pm.auto_arima(Wal_sales.iloc[:,1].values, start_p=1, start_q=1,
max_p=20, max_q=20, m=52,
start_P=0, seasonal=True,
d=1, D=1, trace=True,
error_action='ignore',
suppress_warnings=True,
stepwise=True)
print(stepwise_model.aic())
Result
Performing stepwise search to minimize aic
Fit ARIMA: (1, 1, 1)x(0, 1, 1, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (0, 1, 0)x(0, 1, 0, 52) (constant=True); AIC=2898.191, BIC=2903.190, Time=0.423 seconds
Fit ARIMA: (1, 1, 0)x(1, 1, 0, 52) (constant=True); AIC=2883.839, BIC=2893.839, Time=5.555 seconds
Fit ARIMA: (0, 1, 1)x(0, 1, 1, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (0, 1, 0)x(0, 1, 0, 52) (constant=False); AIC=2907.540, BIC=2910.039, Time=0.371 seconds
Fit ARIMA: (1, 1, 0)x(0, 1, 0, 52) (constant=True); AIC=2893.265, BIC=2900.764, Time=0.807 seconds
Fit ARIMA: (1, 1, 0)x(2, 1, 0, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (1, 1, 0)x(1, 1, 1, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (1, 1, 0)x(0, 1, 1, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (1, 1, 0)x(2, 1, 1, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (0, 1, 0)x(1, 1, 0, 52) (constant=True); AIC=2890.759, BIC=2898.258, Time=7.666 seconds
Fit ARIMA: (2, 1, 0)x(1, 1, 0, 52) (constant=True); AIC=2884.464, BIC=2896.963, Time=7.595 seconds
Fit ARIMA: (1, 1, 1)x(1, 1, 0, 52) (constant=True); AIC=2884.895, BIC=2897.394, Time=20.608 seconds
Fit ARIMA: (0, 1, 1)x(1, 1, 0, 52) (constant=True); AIC=2883.040, BIC=2893.039, Time=6.410 seconds
Fit ARIMA: (0, 1, 1)x(0, 1, 0, 52) (constant=True); AIC=2893.770, BIC=2901.269, Time=5.440 seconds
Fit ARIMA: (0, 1, 1)x(2, 1, 0, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (0, 1, 1)x(1, 1, 1, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (0, 1, 1)x(2, 1, 1, 52) (constant=True); AIC=nan, BIC=nan, Time=nan seconds
Fit ARIMA: (0, 1, 2)x(1, 1, 0, 52) (constant=True); AIC=2887.816, BIC=2900.315, Time=7.108 seconds
Fit ARIMA: (1, 1, 2)x(1, 1, 0, 52) (constant=True); AIC=2889.929, BIC=2904.928, Time=17.358 seconds
Total fit time: 79.418 seconds
2883.039997060003
@praveen-kumar-data-science

Getting nan in between in auto arima is not wrong?

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