Comments (2)
Hey @RickoClausen, thanks for using statsforecast. If you use fit
then the trained models are stored in the fitted_
attribute. The p, d, q, P, D, Q, m
parameters can be retrieved with the following:
sf = StatsForecast(...)
sf.fit(...)
params = [
[m.model_["arma"][i] for i in [0, 5, 1, 2, 6, 3, 4]]
for m in sf.fitted_[:, 0] # assuming AutoARIMA is the first model in the list
]
This will create a list where each element is a list with the optimal parameters for that serie.
from statsforecast.
Thanks. :)
However I still think it would make sense to have a property of the Auto classes, which can return the best-fitted non-auto version of the model, entire model class instance, instead of just the parameters.
from statsforecast.
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