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avisheknag17/sarimax_statsmodels_ts.py

Created September 15, 2020 12:41
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sarimax_statsmodels_ts.py
from statsmodels.tsa.statespace.sarimax import SARIMAX
model = SARIMAX(endog=Y_train.to_numpy(), exog=X_train.to_numpy().astype(float),
order=(0, 0, 0),seasonal_order=(2, 0, 1, 2))
model = model.fit(disp=False)
model.summary()
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