tgiddft88
tgiddft88

Reputation: 67

Can pyramid.arima.auto_arima autodetect seasonality and return p,q,d if non seasonal and P,Q,D if seasonal?

I have time series data that sometimes have seasonality and sometimes not. When it's seasonal, it can be of any pattern (daily, weekly, bi-weekly, etc.). I'd like to use auto_arima to

1) detect if there is any seasonality

2) know what is the cycle/pattern

3) know the P,D,Q of the model

Wasn't able to find related examples. Anyone has done this before? Thank you!

Upvotes: 0

Views: 87

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