timeseries forecasting, finding RSS of ARMA model
After I fit the ARMA (2,1) and ARMA (3,2) model, I need to find the RSS(Residual sum of squares) and comparing them .
Right now my code fetches only the AR and MA coefficients/parameters.
below is the snap shot of my code.[enter image description here][1]
Code:
from statsmodels.tsa.arima_model import ARMA
result = sm.tsa.ARMA(model, (2,1)).fit()
print (result.params)
And also how do we add a confidence interval for the estimated parameters ? Is there any other function ?
python time-series arima
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
add a comment |
After I fit the ARMA (2,1) and ARMA (3,2) model, I need to find the RSS(Residual sum of squares) and comparing them .
Right now my code fetches only the AR and MA coefficients/parameters.
below is the snap shot of my code.[enter image description here][1]
Code:
from statsmodels.tsa.arima_model import ARMA
result = sm.tsa.ARMA(model, (2,1)).fit()
print (result.params)
And also how do we add a confidence interval for the estimated parameters ? Is there any other function ?
python time-series arima
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
Please never post code as image but as text.
– DaFois
Nov 22 '18 at 12:52
sure thankyou :)
– Prajwal Mahadevu
Nov 22 '18 at 12:57
add a comment |
After I fit the ARMA (2,1) and ARMA (3,2) model, I need to find the RSS(Residual sum of squares) and comparing them .
Right now my code fetches only the AR and MA coefficients/parameters.
below is the snap shot of my code.[enter image description here][1]
Code:
from statsmodels.tsa.arima_model import ARMA
result = sm.tsa.ARMA(model, (2,1)).fit()
print (result.params)
And also how do we add a confidence interval for the estimated parameters ? Is there any other function ?
python time-series arima
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
After I fit the ARMA (2,1) and ARMA (3,2) model, I need to find the RSS(Residual sum of squares) and comparing them .
Right now my code fetches only the AR and MA coefficients/parameters.
below is the snap shot of my code.[enter image description here][1]
Code:
from statsmodels.tsa.arima_model import ARMA
result = sm.tsa.ARMA(model, (2,1)).fit()
print (result.params)
And also how do we add a confidence interval for the estimated parameters ? Is there any other function ?
python time-series arima
python time-series arima
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
edited Nov 22 '18 at 13:00
Prajwal Mahadevu
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
asked Nov 22 '18 at 12:46
Prajwal MahadevuPrajwal Mahadevu
11
11
Please never post code as image but as text.
– DaFois
Nov 22 '18 at 12:52
sure thankyou :)
– Prajwal Mahadevu
Nov 22 '18 at 12:57
add a comment |
Please never post code as image but as text.
– DaFois
Nov 22 '18 at 12:52
sure thankyou :)
– Prajwal Mahadevu
Nov 22 '18 at 12:57
Please never post code as image but as text.
– DaFois
Nov 22 '18 at 12:52
Please never post code as image but as text.
– DaFois
Nov 22 '18 at 12:52
sure thankyou :)
– Prajwal Mahadevu
Nov 22 '18 at 12:57
sure thankyou :)
– Prajwal Mahadevu
Nov 22 '18 at 12:57
add a comment |
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Please never post code as image but as text.
– DaFois
Nov 22 '18 at 12:52
sure thankyou :)
– Prajwal Mahadevu
Nov 22 '18 at 12:57