ARIMA modeling using python Statsmodels

Question

I would like to use ARIMAResults class for ARIMA modeling. Can anyone cite the differences between the normal ARIMA class and the ARIMAResults class? Also, can someone help me in doing ARIMAResults by giving an example? I have a set of data and have to fit the ARIMA model and predict the values.

Answer 1

The ARIMAResults class is not directly for users. The results classes are returned by the fit method and hold the relevant results and tests. These are ARMA models, but the same workflow applies.

http://statsmodels.sourceforge.net/devel/examples/notebooks/generated/tsa_arma_0.html http://statsmodels.sourceforge.net/devel/examples/notebooks/generated/tsa_arma_1.html