Is there an equivalent function of R's eacf in python?
Question:
I’ve read some words sounds like eacf
is quite good for order dermination of ARIMA.
I wonder if there is a equivalent function in Python, or a bettery solution?
Answers:
The purpose of looking for eacf
is to get the parameters automatically.
Finally I find auto_arima, the result probably is not perfect, but a rough range of params can be got.
Here is how Docs introduce itself
pmdarima
bring’s R’s beloved auto.arima
to Python, making an even stronger case for why you don’t need R for data science. pmdarima
is 100% Python+Cython and does not leverage any R code, but is implemented in a powerful, yet easy-to-use set of functions & classes that will be familiar to scikit-learn users.
I’ve read some words sounds like eacf
is quite good for order dermination of ARIMA.
I wonder if there is a equivalent function in Python, or a bettery solution?
The purpose of looking for eacf
is to get the parameters automatically.
Finally I find auto_arima, the result probably is not perfect, but a rough range of params can be got.
Here is how Docs introduce itself
pmdarima
bring’s R’s belovedauto.arima
to Python, making an even stronger case for why you don’t need R for data science.pmdarima
is 100% Python+Cython and does not leverage any R code, but is implemented in a powerful, yet easy-to-use set of functions & classes that will be familiar to scikit-learn users.