我正在努力寻找AIC最低的型号。我无法制作AIC最低的函数返回模型。下面的代码演示了我被卡住的地方
p = d = q = range(0,2)
pdq = list(itertools.product(p,d,q))
seasonal_pdq = [(x[0],x[1],x[2],12) for x in list(itertools.product(p,d,q))]
parameters = []
for param in pdq:
for param_seasonal in seasonal_pdq:
try:
model=sm.tsa.statespace.SARIMAX(y_hat,method='css',order=param,
seasonal_order = param_seasonal,enforce_stationarity=False
enforce_invertibility=False)
results = model.fit()
print('ARIMA{}x{}12 - AIC:
{}'.format(param,param_seasonal,results.aic))
except:
continue
aic = results.aic
parameters.append([param,param_seasonal,aic])
result_table = pd.DataFrame(parameters)
result_table.columns = ['parameters','parameters_seasonal','aic']
result_table = result_table.sort_values(by='aic',ascending = True).reset_index(drop = True)
试试下面的代码。我希望他们会为你工作
干杯
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