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mvervuurt/ts_forecasting.py

Created August 28, 2019 13:41
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Python Time Series Forecasting
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ts_forecasting.py
# Load specific forecasting tools
from statsmodels.tsa.ar_model import AR,ARResults
model = AR(train['PopEst'])
AR1fit = model.fit(maxlag=1,method='mle')
start=len(train)
end=len(train)+len(test)-1
predictions1 = AR1fit.predict(start=start, end=end, dynamic=False).rename('AR(1) Predictions')
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