CODEWITHSUNDEEP
pythonarima
anant saxena
anant saxena

Reputation: 61

extract values from ARIMA model summary in python

I want to extract particular values from arima results summary. For e.g. Model and AIC to save in a dataframe. I am getting below mentioned table on running result.summary

ARIMA Model Results

Dep. Variable:          D.Order_Count   No. Observations:                  543
Model:                 ARIMA(4, 1, 4)   Log Likelihood               
-1589.811
Method:                       css-mle   S.D. of innovations              4.492
Date:                Wed, 11 Apr 2018   AIC                           3199.622
Time:                        12:35:05   BIC                           3242.593
Sample:                    07-02-2015   HQIC                          3216.424
                     - 07-31-2017

How to do this in Python

Upvotes: 2

Views: 3207

Answers (1)

Preeti
Preeti

Reputation: 46

Use the fit object. It has attribute aic: for example, 

arima_model = ARIMA(df['mm'],order=(7,1,1))
arima_fit = arima_model.fit()
print(arima_fit.aic)

Upvotes: 3

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