CODEWITHSUNDEEP
pythonpredictionarimaforecastautoregressive-models
Ahmed Madiouni
Ahmed Madiouni

Reputation: 51

Why do I get nearly the same results from an ARIMA model when I do the forecast?

I've been changing the AR and MA coefficients but still the same..so this is my code :

model = ARIMA(df, order =(4,0,4))
results_ARIMA = model.fit(disp=0)
print(results_ARIMA.summary())
n = 520
result = results_ARIMA.forecast(steps=n+1)[0]
result.head()

array([ 41.95623053,  41.98185411,  41.89815634,  41.94481325,
        41.87636322,  41.89761647,  41.82752735,  41.87473589,
        41.80196085,  41.82483214,  41.76732314,  41.80917335,
        41.73434308,  41.76354033,  41.71405822,  41.74715261,
        41.67522211,  41.71211599,  41.66466619,  41.68942922,
        41.62553526,  41.66771581,  41.61747084,  41.63769232,
        41.58473465,  41.6272783 ,  41.57252176,  41.59344323,
        41.55081621,  41.58859627,  41.53118001,  41.55706031,
        41.52102605,  41.55097806,  41.49517932,  41.52744945,
        41.49288592,  41.51522557,  41.46560754,  41.50239611,
        41.46506061,  41.48297757,  41.44226148,  41.47941698,
        41.43768935,  41.45574504,  41.42363582,  41.45670059,
        41.41206449,  41.43408257,  41.40750963,  41.43371217,
        41.38983724,  41.41725247,  41.39183213,  41.41121285,
        41.37212952,  41.40349845,  41.37549464,  41.39071864,
        41.35894938,  41.39076871,  41.35865194,  41.37367136,
        41.34914894,  41.37753874,  41.34247627,  41.36070523,
        41.34090922,  41.36336173,  41.32848649,  41.35132692,
…

Upvotes: 1

Views: 1060

Answers (1)

Zeeshan
Zeeshan

Reputation: 1238

Model is taking average of your historical data and predicting the future. If you plot the data you will get stright line. This happens when your historical data does not have strong seasonality therefore model takes average of previous values and predict future data points.( in short its difficult for a model to predict with good accuracy with out strong seasonality) Hope answer to your question.

Upvotes: 3

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