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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.

Cet exercice fait partie du cours

ARIMA Models in Python

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Exercice interactif pratique

Essayez cet exercice en complétant cet exemple de code.

# Import model class
from ____ import ___ 

# Create model object
model = SARIMAX(____, 
                order=____, 
                seasonal_order=____, 
)
# Fit model
results = model.fit()
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