Jack Fletcher
10/26/2023, 10:31 PMstatsforecast
package. I have a qq about AutoARIMA()
. If I fit AutoARIMA
to a dataframe with many unique_ids, is the best model across all unique_ids what gets returned? It seems like the answer is 'yes', but wanted to confirm. Thanks 🙂José Morales
10/26/2023, 10:37 PMJack Fletcher
10/26/2023, 10:40 PMa_arima = AutoARIMA(
season_length = 7,
trace = True,
alias = 'auto_arima'
)
sf = StatsForecast(
models = [
a_arima
],
freq = 'D',
verbose = True,
)
sf.fit(df)
df
has multiple unique_idsJosé Morales
10/26/2023, 10:51 PMJack Fletcher
10/26/2023, 10:52 PM