hyperparameter_search_sarima.py

def sarima_parameter_search(search_range, seasonal = [12]):
    """
    Get all of the parameter combinations for a SARIMA model.
    """
    p = q = d = range(0, search_range)
    trend = ['n','c','t','ct']
    pdq = list(itertools.product(p, d, q))
    pdq_combinations = [(x[0], x[1], x[2], x[3], x[4]) for x in list(itertools.product(p, d, q, seasonal, trend))]
    return pdq, seasonal_pdq_combinations

### EXECUTE IN MAIN FUNCTION ###
order_combos, seasonal_order_combos = sarima_parameter_search(search_range = 2)