i want to compare between python pmdarima and SPSS ARIMA model, after inserting the same model which is ARIMA(0,0,1) (0,0,0,12) they give me different fitted value, the values are quite close but not exact same i wonder why is this happend ?
this is my python code
df=pd.read_csv('Book1.csv')
df['Month']= pd.to_datetime(df['Month'])
df.set_index('Month', inplace=True)
df.set_index(df['NPL'].asfreq('1M').index,inplace=True)
import pmdarima.arima
model = pmdarima.arima.ARIMA(order=(0, 0, 1), seasonal_order=(0,0,0,12))
model.fit(df['NPL'])
model.summary()
modelfitting=pd.DataFrame(model.predict_in_sample(),index=df['NPL'].index)
modelfitting
