I have run the auto_arima function
stepwise_fit = auto_arima(df['Prices'], trace=True, suppress_warnings=True)
and got a result like this:
Performing stepwise search to minimize aic
ARIMA(2,1,2)(0,0,0)[0] intercept : AIC=494.041, Time=0.05 sec
ARIMA(0,1,0)(0,0,0)[0] intercept : AIC=696.515, Time=0.01 sec
[...]
ARIMA(2,1,1)(0,0,0)[0] : AIC=492.187, Time=0.03 sec
ARIMA(2,1,3)(0,0,0)[0] : AIC=494.056, Time=0.07 sec
Best model: ARIMA(1,1,2)(0,0,0)[0]
Total fit time: 0.877 seconds
When I do:
print(stepwise_fit)
print(type(stepwise_fit)
it gives this:
ARIMA(1,1,2)(0,0,0)[0]
<class 'pmdarima.arima.arima.ARIMA'>
The values (1,1,2) are important for training and thus i have to manually set
parameter = (1,1,2)
However, I want to feed this into the training code automatically but bluntly setting in "stepwise_fit" doesn't work:
ARIMAmodel = ARIMA(train, order = stepwise_fit)
Error:
'ARIMA' object is not subscriptable
Anyone more experience with this than me and knows how to feed in the found model automatically? I am a coding beginner :(