不好意思打扰,在您写的这篇文章中我想问一下,SARIMAX(p、d、q)*(P、D、Q、s)都是怎么确定的,都是代码生成的吗,然后acf和pacf图能得出怎样的信息呢。
# Initial approximation of parameters
Qs = range(0, 2)
qs = range(0, 3)
Ps = range(0, 3)
ps = range(0, 3)
D = 1
d = 1
parameters = product(ps, qs, Ps, Qs)
parameters_list = list(parameters)
len(parameters_list)
# Model Selection
results = []
best_aic = float("inf")
warnings.filterwarnings('ignore')
for param in parameters_list:
try:
model = sm.tsa.statespace.SARIMAX(df_month.Weighted_Price_box, order=(param[0], d, param[1]),
seasonal_order=(param[2], D, param[3], 12)).fit(disp=-1)
except ValueError:
print('wrong parameters:', param)
continue
aic = model.aic
if aic < best_aic:
best_model = model
best_aic = aic
best_param = param
results.append([param, model.aic])
result_table = pd.DataFrame(results)
result_table.columns = ['parameters', 'aic']
print(result_table.sort_values(by='aic', ascending=True).head())
print(best_model.summary())
话说,你要我谁呢???
这个问题好像也不难