arima.arima()

Fit ARIMA model and generate forecast.

Usage

Source

arima.arima(
    train,
    params,
    test=None,
    horizon=None,
)

Parameters

train: pd.DataFrame

Historic training data.

params: ARIMAParams

Parameters controlling the model.

test: pd.DataFrame | None = None

Data containing the dates to forecast in a ds column. Typically a held-out test set or cross-validation fold.

horizon: int | None = None

Number of days to forecast, after the final date in train. To be used if there is no test set (e.g., if actually predicting into future with no data to compare against).

Returns

forecast: pd.DataFrame

Forecast dataframe.