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.
Este ejercicio forma parte del curso
ARIMA Models in Python
Ejercicio interactivo práctico
Prueba este ejercicio y completa el código de muestra.
# Import model class
from ____ import ___
# Create model object
model = SARIMAX(____,
order=____,
seasonal_order=____,
)
# Fit model
results = model.fit()