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Exercise

SARIMA model diagnostics

Usually the next step would be to find the order of differencing and other model orders. However, this time it's already been done for you. The time series is best fit by a SARIMA(1, 1, 1)(0, 1, 1)\(_{12}\) model with an added constant.

In this exercise you will make sure that this is a good model by first fitting it using the SARIMAX class and going through the normal model diagnostics procedure.

The co2 DataFrame, and the SARIMAX model class are available in your environment.

Instructions 1/4

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  • Fit a SARIMA(1, 1, 1)(0, 1, 1)\(_{12}\) model to the data.