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.
This exercise is part of the course
ARIMA Models in Python
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Instantiate the model
model = ARIMA(____, order=____)
# Fit the model
results = model.____
# Print summary
print(____)