Feb-16-2019, 02:57 PM
Hi for all Python expert forum.
i have used the predefined functions in python such as:
i am trying to build ARIMA mode in python. here is the code:
any help will be appreciate.
thank you a lot
i have used the predefined functions in python such as:
plot_acf(col, ax=pyplot.gca(), lags=1500) #to select p value order AR plot_pacf(col, ax=pyplot.gca(), lags=1500) #to select q value order MAafter analyzing these plots i deducted that
Quote:my model has (0,0,367) as order.
i am trying to build ARIMA mode in python. here is the code:
def arima_Model_Static_PlotErrorAC_PAC(series, arima_order): train, expctd =series , series model = ARIMA(series, order=arima_order) results_MA = model.fit(disp=-1) yhatList=results_MA.fittedvalues residuals = [expctd[i] - yhatList[i] for i in range(len(expctd))] mse = mean_squared_error(expctd, yhatList) rmse = sqrt(mse) print(results_MA.summary()) print(rmse)i called this function as follow:
series=DataSetDiff arima_order=(0,0,367) outputResidualError=arima_Model_Static_PlotErrorAC_PAC(series, arima_order)while i am running my model, i am getting the following error:
Error:raise ValueError("The computed initial MA coefficients are not "
ValueError: The computed initial MA coefficients are not invertible
You should induce invertibility, choose a different model order, or you can
pass your own start_params
Notes: when i try the Quote:order(0,0,31)my model is well running but
Quote:any value greater then 32i am getting the above mentioned error.
any help will be appreciate.
thank you a lot