Python 样本外预测 ARIMA predict() [英] Python out of sample forecasting ARIMA predict()

问题描述

statsmodels.api.tsa.ARIMA(mylist, (p,d,q)).fit().predict(start, end) 仅适用于 d=0 吗?...

Does statsmodels.api.tsa.ARIMA(mylist, (p,d,q)).fit().predict(start, end) only work for d=0?...

myList 是一个包含 72 位小数的列表，所有 >0、p=2、d=1、q=1、start=72、end=12 并且大多数预测都是负十进制数，这让我相信 statsmodels 没有执行预测后不会自动取消差异.

myList is a list of 72 decimals all >0, p=2, d=1, q=1, start=72, end=12 and the majority of the forecasts are negative decimal numbers which leads me to believe statsmodels doesn't automatically undifference after performing the forecasts.

推荐答案

查看 文档字符串.它决定了您是根据差异还是水平获得预测.默认值是线性"差异而不是水平.顺便说一句，你的开始不应该大于你的结束.如果这有效，那么这可能不会为您提供您想要的东西，并且可能应该将其报告为错误.

See the typ keyword of predict in the docstring. It determines whether you get predictions in terms of differences or levels. The default is 'linear' differences not levels. As an aside, your start should not be greater than your end. If this works, then this may NOT be giving you what you want and should probably be reported as a bug.

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