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I am really new to Python. I am trying to generate stats for an equation like this :
$$y_t = \phi y_{t-1} + \theta_1\epsilon_{t-1} + \theta_2\epsilon_{t-2} + \theta_3\epsilon_{t-3} + \theta_4\epsilon_{t-4} + \theta_5\epsilon_{t-5} + \epsilon_t$$
where $y_t$ is a random variable, $\epsilon_t$ is a random variable with mean $0$ and variance $\sigma^2$, and $\theta_1,\dots,\theta_5$ are parameters of the model. The correlation between each $\epsilon_t$ is $0.5$.
I have tried to use the “trankarma” package in Python. Here is the code :
from arima import run_arima
from statsmodels.tsa.arima_model import ARIMA
# Parameters
p = list(zip([‘phi’, ‘theta’,’sigma’], [0.9, 0.2, 0.3]))
# Model selection
best = run_arima(model=ARIMA(order=c(1, 2, 3), AR(1), MA(2)), data=series)
print(best)
I am not really sure if this is the right way to do it. When I run this code I get the following error :
# fit arima model
from statsmodels.tsa.arima_model import ARIMA
arima(series, order =c(1,2,3), ar = 0.9, ma = 0.2, ic = 0.3)
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Sep 12, 2020 – Download Diary Of A Wimpy Kid: Old School as PDF. All books are in clear language for everybody. Refund guarantee, spyware and malware free. All free books available for download and read online.
Jeff Kinney’s Diary of a Wimpy Kid book series is about Greg Heffley, a humorous yet sardonic American middle-schooler who lives. Read on the go with No Print!
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