Congratulations!

ARIMA Models in Python

James Fulton

Climate informatics researcher

The SARIMAX model

 

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Time series modeling framework

• Test for stationarity and seasonality
• Find promising model orders
• Fit models and narrow selection with AIC/BIC
• Perform model diagnostics tests
• Make forecasts
• Save and update models

Further steps

• Fit data created using arma_generate_sample()
• Tackle real world data! Either your own or examples from statsmodels

Further steps

• Fit data created using arma_generate_sample()
• Tackle real world data! Either your own or examples from statsmodels
• More time series courses here

¹ https://www.statsmodels.org/stable/datasets/index.html

Good luck!

ARIMA Models in Python