CODEWITHSUNDEEP
pythonarimapmdarima
KK0186
KK0186

Reputation: 11

Why does my PMdarima only try the PDQ value up to 5

I am a newbie for pmdarima, I was trying to use pmdarima to find the best fit model. I have set the max p,d,q value up to 9 ( or other higher number). However, I sae it only run the number up to 5. Is there any reason or I have to change the parameter in my model. Appreciate!!

Code:

from pmdarima import auto_arima

auto_arima(training_data,start_p=0, max_p=9, start_d=0, max_d=9, start_q=0, max_q=9, seasonal=True, trace = True, stepwise=False).summary()

Result:

ARIMA(2,1,1)(0,0,0)[1] intercept : AIC=15730.844, Time=0.47 sec

ARIMA(2,1,2)(0,0,0)[1] intercept : AIC=15732.920, Time=0.42 sec

ARIMA(2,1,3)(0,0,0)[1] intercept : AIC=15727.096, Time=1.40 sec

ARIMA(3,1,0)(0,0,0)[1] intercept : AIC=15728.615, Time=0.16 sec

ARIMA(3,1,1)(0,0,0)[1] intercept : AIC=15730.312, Time=0.34 sec

ARIMA(3,1,2)(0,0,0)[1] intercept : AIC=15727.051, Time=1.02 sec

ARIMA(4,1,0)(0,0,0)[1] intercept : AIC=15729.898, Time=0.18 sec

ARIMA(4,1,1)(0,0,0)[1] intercept : AIC=15731.086, Time=0.55 sec

ARIMA(5,1,0)(0,0,0)[1] intercept : AIC=15730.233, Time=0.19 sec

Total fit time: 8.190 seconds

Upvotes: 0

Views: 398

Answers (1)

Peter Cotton
Peter Cotton

Reputation: 471

One of the default parameters (max_order I think) controls the sum of the orders. Try setting max_order=10 or whatever.

Upvotes: 1

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