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Using ARIMA function to fit it over data but I can't find the details of the returned values.
When I investigate result.fitted_[0,0].model_.keys(), I get:
Description
Using ARIMA function to fit it over data but I can't find the details of the returned values.
When I investigate result.fitted_[0,0].model_.keys(), I get:
dict_keys(['coef', 'sigma2', 'var_coef', 'mask', 'loglik', 'aic', 'arma', 'residuals', 'code', 'n_cond', 'nobs', 'model', 'aicc', 'bic', 'xreg', 'lambda', 'x'])
There isn't much documentation about the above, and that said, I was unable to find a single description of what these parameters are:
result.fitted_[0,0].model_['model'].keys()
Out[22]: dict_keys(['phi', 'theta', 'delta', 'Z', 'a', 'P', 'T', 'V', 'h', 'Pn'])
Could you please provide some explenation of what these represent each? I'm trying to see if I can find z-scores, p-values etc.
I know it is a lot work to document everything and thank you for the great work you're doing.
Link
No response
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