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Exercise

Fitting SARIMA models

Fitting SARIMA models is the beginning of the end of this journey into time series modeling.

It is important that you get to know your way around the SARIMA model orders and so that's what you will focus on here.

In this exercise, you will practice fitting different SARIMA models to a set of time series.

The time series DataFrames df1, df2 and df3 are available in your environment.

Instructions 1/4

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  • 1
    • Import the SARIMAX model class from statsmodels.tsa.statespace.sarimax.
  • 2
    • Create a SARIMAX(1,0,0)(1,1,0)\(_7\) model and fit it to df1.
    • Print the model summary table.
  • 3
    • Create a SARIMA(2,1,1)(1,0,0)\(_4\) model and fit it to df2.
  • 4
    • Create a SARIMA(1,1,0)(0,1,1)\(_{12}\) model and fit it to df3.