Exercise

# Estimation

In the last exercise, the ACF and PACF were a little inconclusive. The results suggest your data could be an ARMA(p,q) model or could be an imperfect AR(3) model. In this exercise you will search over models over some model orders to find the best one according to AIC.

The time series `savings`

has been loaded and the `SARIMAX`

class has been imported into your environment.

Instructions

**100 XP**

- Loop over values of from 0 to 3 and values of
`q`

from 0 to 3. - Inside the loop create an ARMA(p,q) model with a constant trend.
- Then fit the model to the time series
`savings`

. - At the end of each loop print the values of
`p`

and`q`

and the AIC and BIC.