Train_autoregressive.py

import warnings
warnings.filterwarnings('ignore', 'statsmodels.tsa.arima_model.ARMA',
                       FutureWarning)

# Import ARIMA
from statsmodels.tsa.arima.model import ARIMA

warnings.filterwarnings('ignore')
warnings.filterwarnings('ignore', 'statsmodels.tsa.arima.model.ARMA',
                       FutureWarning)

# Train autoregressive model of order 1
model_fit = ARIMA(data['Close'][:rolling_window], order = (1, 1, 0)).fit()
round(model_fit.params,2)