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Is there an equivalent function of R's eacf in python?

原文 2020-05-20 15:28:01 7 1 python/ scipy/ time-series/ statsmodels/ arima

I've read some words sounds like eacf is quite good for order dermination of ARIMA. I wonder if there is a equivalent function in Python, or a bettery solution?

1 answers

The purpose of looking for eacf is to get the parameters automatically. Finally I find [auto_arima][1] , the result probably is not perfect, but a rough range of params can be got.

Here is how Docs introduce itself

pmdarima bring's R's beloved auto.arima to Python, making an even stronger case for why you don't need R for data science. pmdarima is 100% Python+Cython and does not leverage any R code, but is implemented in a powerful, yet easy-to-use set of functions & classes that will be familiar to scikit-learn users.

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Is there an equivalent function of R's eacf in python?

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1 answers

solution1 0 2020-06-08 14:29:20

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0 2020-06-08 14:29:20