python statsmodels ARIMA plot_predict: How to get the data predicted?

user_16901370 0
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I used ARIMAResults' plot_predict function to predict 5 years in advance what the data would look like and it's fairly reasonable. The only thing is, I need that data that was predicted for Power Bi!

How can I actually see those values (not on the plot)?

Note: I am using python!

Thanks!

forecast arima python
2 Answers

You need to call the predict() method instead of plot_predict(). It is more or less the same method with same parameters, but predict() returns the predicted values as an array while plot_predict() returns a figure.

https://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARIMAResults.plot_predict.html#statsmodels.tsa.arima_model.ARIMAResults.plot_predict

https://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARIMAResults.predict.html#statsmodels.tsa.arima_model.ARIMAResults.predict

user_161917960

use predict instead of predict_plot()

print("Predicted Price pct change")
def plotARMA(df_accumulative,ax,label):
    result=df_accumulative
    result=result.rolling(window=45).mean().dropna()
    mod = sm.tsa.arima.ARIMA(result, order=(2,0,0))
    res = mod.fit()
    # Plot the original series and the forecasted series
    #res.plot_predict(start=0, end=400)
    df_accumulative.plot(ax=ax,label=label)
    res.predict().plot(ax=ax,label=label)

fig,ax = plt.subplots(figsize=(20,20))    
plotARMA(duke_accumulative,ax,"Duke")
plotARMA(nee_accumulative,ax,"Next Era")
plotARMA(xel_accumulative,ax,"Xel")
plt.legend(fontsize=8)
plt.title("ARMA")
plt.show()
user_40011770
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