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  3. ARIMA Models in Python

Exercise

Fitting AR and MA models

In this exercise you will fit an AR and an MA model to some data. The data here has been generated using the arma_generate_sample() function we used before.

You know the real AR and MA parameters used to create this data so it is a really good way to gain some confidence with ARMA models and know you are doing it right. In the next exercise you'll move onto some real world data with confidence.

There is a pandas DataFrame available in your environment called sample. It has two columns of different time series data.

Instructions 1/4

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  • Fit an AR(2) model to the 'timeseries_1' column of sample.
  • Print a summary of the fitted model.