I am trying to run ARIMA model like,
'''
model = ARIMA(data, order=(5, 1, 1))
model_fit = model.fit(disp=False)
# make prediction
yhat = model_fit.predict(len(data), len(data), typ='levels')
'''
but getting the below error
TypeError: ARIMA() got an unexpected keyword argument 'order'
Can someone please tell me what the error is.
Thank you