使用 Statsmodel 和 ARIMA model 进行预测但遇到问题

Question

I'm trying to learn how to forecast data based on the ARIMA model that is in the library Statsmodel, but I keep running into issues. Currently i'm just trying to line up my prediction next to the actual to test my model but i cant get the ARIMA model results to cooperate

import statsmodels.api as sm

model = sm.tsa.arima.ARIMA(train, order=(4,1,2))
result = model.fit()

result.summary()

step = 10

fc, se, conf = result.forecast(step)

This all works but the last step is throwing this error

 ValueError                                Traceback (most recent call last)
Input In [57], in <module>
      1 step = 10
----> 3 fc, se, conf = result.forecast(step)

ValueError: too many values to unpack (expected 3)

I've been reading the documentation for hours but I cant get anywhere with it. Any help would be greatly appreciated

Answer 1

First of all, you try to save what a function is returning, in this case you expect three values. One for fc , one for se and one for conf . The problem is that the function .forecast() returns the prediction as a single object. You try to unpack a single object, but Python expects three. Therefore, “too many values to unpack…”. You can read the documentation of the function here to check what it returns:

https://www.statsmodels.org/dev/generated/statsmodels.tsa.arima.model.ARIMAResults.forecast.html#statsmodels.tsa.arima.model.ARIMAResults.forecast

https://www.statsmodels.org/dev/generated/statsmodels.tsa.arima.model.ARIMAResults.html

If you try this it will save all predictions in the object “preds” as a pandas Series:

preds = result.forecast(step)

Secondly, if you want to know what a function is returning, you can simply write only the function (without … = function()) as the last line of a cell, then you can see what the function returns. Or you can check the documentation. You can print the object's type with print(type(result)) , it will return “statsmodels.tsa.arima.model.ARIMAResultsWrapper” and if you google you get to the documentation above.