Created
August 26, 2017 15:38
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ARIMA fit model and residuals
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| from statsmodels.tsa.arima_model import ARIMA | |
| # fit model | |
| model = ARIMA(series, order=(5,1,0)) | |
| model_fit = model.fit(disp=0) | |
| # print(model_fit.summary()) | |
| # plot residual erros | |
| residuals = pd.DataFrame(model_fit.resid) | |
| residuals.plot() | |
| residuals.plot(kind='kde') | |
| plt.show() | |
| print(residuals.describe()) |
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