statespace.SARIMAX model: why the model use all the data to train mode, and predict the a range of train model

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鱼传尺愫
鱼传尺愫 2021-02-06 02:09

I followed the tutorial to study the SARIMAX model: https://www.digitalocean.com/community/tutorials/a-guide-to-time-series-forecasting-with-arima-in-python-3. The date range of

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  •  -上瘾入骨i
    2021-02-06 02:16

    The author of the blog set those parameters because: "The output of our code suggests that SARIMAX(1, 1, 1)x(1, 1, 1, 12) yields the lowest AIC."

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