This is the class and function reference for
pmdarima. Please refer to
the full user guide for further details, as the class and
function raw specifications may not be enough to give full guidelines on their
pmdarima.arima: ARIMA estimator & differencing tests¶
pmdarima.arima sub-module defines the
ARIMA estimator and the
auto_arima function, as well as a set of tests of seasonality and
ARIMA estimator & statistical tests¶
||Conduct an ADF test for stationarity.|
||An ARIMA estimator.|
||Conduct a CH test for seasonality.|
||Conduct a KPSS test for stationarity.|
||Conduct a PP test for stationarity.|
ARIMA auto-parameter selection¶
User guide: See the Tips to using auto_arima section for further details.
||Automatically discover the optimal order for an ARIMA model.|
pmdarima.datasets: Toy univariate timeseries datasets¶
pmdarima.datasets submodule provides several different univariate time-
series datasets used in various examples and tests across the package. If you
would like to prototype a model, this is a good place to find easy-to-access data.
User guide: See the Toy time-series datasets section for further details.
Utilities and array differencing functions used commonly across the package.
Array helper functions & metaestimators¶
||Autocorrelation function for 1d arrays.|
||Cast as pandas Series.|
||Difference an array.|
||Wrap a delegated instance attribute function.|
||Test a variable for iterability.|
||Partial autocorrelation estimated|