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
.
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.
# Construct DataFrame from order_aic_bic
order_df = pd.DataFrame(____,
columns=[____])
# Print order_df in order of increasing AIC
print(____)
# Print order_df in order of increasing BIC
print(____)