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@pkgandhi
Created August 9, 2020 21:18
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Using OCSV test to determine if the series needs D
# Loading the packages
import pandas as pd
import pmdarima
# Loading the dataset:
data = pd.read_csv('../AirPassengers.csv')
data = data.rename(columns = {'#Passengers':'Passengers'})
data = data.set_index('Month')
# Conducting OCSB test:
results = pmdarima.arima.OCSBTest(m=12).estimate_seasonal_differencing_term(data)
# Output
# >> 1
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