大数据数据分析——在我时序预测构建ARIMA模型时出现报错

Question

在我时序预测构建ARIMA模型时出现报错：

NotImplementedError:
statsmodels.tsa.arima_model.ARMA and statsmodels.tsa.arima_model.ARIMA have
been removed in favor of statsmodels.tsa.arima.model.ARIMA (note the .
between arima and model) and statsmodels.tsa.SARIMAX.

statsmodels.tsa.arima.model.ARIMA makes use of the statespace framework and
is both well tested and maintained. It also offers alternative specialized
parameter estimators.

Answer 1

这是因为statsmodels.tsa.arima_model.ARMA 和statsmodels.tsa.arima_model.ARIMA已经被弃用，所以将这个from
statsmodels.tsa.arima_model import ARIMA，改为from statsmodels.tsa.arima.model import ARIMA，同时order要设置对应p,d,q参数才能解决问题。

报错时候的源代码：
#ARIMA模型
from statsmodels.tsa.arima_model import ARIMA
kt_ARIMA = ARIMA(data7[‘AirPassengers’] order=(5,1,0)).fit()
print(kt_ARIMA.summary())

改过之后的代码：

#ARIMA模型
from statsmodels.tsa.arima.model import ARIMA
kt_ARIMA=ARIMA(data7['AirPassengers'],order=(5,1,0)).fit()
print(kt_ARIMA.summary())