File: arma_predict_plot.py

package info (click to toggle)
statsmodels 0.13.5%2Bdfsg-7
  • links: PTS, VCS
  • area: main
  • in suites: bookworm
  • size: 46,912 kB
  • sloc: python: 240,079; f90: 612; sh: 467; javascript: 337; asm: 156; makefile: 131; ansic: 16; xml: 9
file content (16 lines) | stat: -rw-r--r-- 491 bytes parent folder | download | duplicates (3) 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
 
import warnings

import matplotlib.pyplot as plt
import pandas as pd

import statsmodels.api as sm

dta = sm.datasets.sunspots.load_pandas().data[['SUNACTIVITY']]
dta.index = pd.date_range(start='1700', end='2009', freq='A')
with warnings.catch_warnings():
    warnings.simplefilter("ignore")
    res = sm.tsa.ARMA(dta, (3, 0)).fit(disp=0)
fig, ax = plt.subplots()
ax = dta.loc['1950':].plot(ax=ax)
res.plot_predict('1990', '2012', dynamic=True, ax=ax,
                 plot_insample=False)