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ARIMA error with hight MA order - Printable Version +- Python Forum (https://python-forum.io) +-- Forum: Python Coding (https://python-forum.io/forum-7.html) +--- Forum: Data Science (https://python-forum.io/forum-44.html) +--- Thread: ARIMA error with hight MA order (/thread-16159.html) |
ARIMA error with hight MA order - wissam1974 - Feb-16-2019 Hi for all Python expert forum. 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: 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 |