Skip to content

Instantly share code, notes, and snippets.

@marcosan93
Created September 26, 2019 21:47
Show Gist options
  • Select an option

  • Save marcosan93/97a997873e8d6fe713d3809511fbe88e to your computer and use it in GitHub Desktop.

Select an option

Save marcosan93/97a997873e8d6fe713d3809511fbe88e to your computer and use it in GitHub Desktop.
# Splitting 80/20
index = round(len(bc)*.80)
train = bc_log.iloc[:index]
test = bc_log.iloc[index:]
# Fitting the model to the training set
model = SARIMAX(train,
order=(1, 0, 0),
seasonal_order=(0,0,0,0),
freq='D',
enforce_stationarity=False,
enforce_invertibility=False)
output = model.fit()
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment