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Exercise

Choosing order with AIC and BIC

Now that you have performed a search over many model orders, you will evaluate your results to find the best model order.

The list of tuples of (p,q, AIC value, BIC value) that you created in the last exercise, order_aic_bic, is available in your environment. pandas has also been imported as pd.

Instructions 1/2

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  • Create a DataFrame to hold the order search information in the order_aic_bic list. Give it the column names ['p', 'q', 'AIC', 'BIC'].
  • Print the DataFrame in order of increasing AIC and then BIC.