1. Learn
    2. /
  2. Courses
    3. /
  3. ARIMA Models in Python

Exercise

AIC and BIC vs ACF and PACF

In this exercise you will apply an AIC-BIC order search for the earthquakes time series. In the last lesson you decided that this dataset looked like an AR(1) process. You will do a grid search over parameters to see if you get the same results. The ACF and PACF plots for this dataset are shown below.

The ARIMA model class and the time series DataFrame earthquake are available in your environment.

Instructions

100 XP
  • Loop over orders of p and q between 0 and 2.
  • Inside the loop try to fit an ARMA(p,q) to earthquake on each loop.
  • Print p and q alongside AIC and BIC in each loop.
  • If the model fitting procedure fails print p, q, None, None.