.. _sphx_glr_auto_examples_example_simple_fit.py:


=======================
Simple auto_arima model
=======================


This is a simple example of how we can fit an ARIMA model in several lines
without knowing anything about our data or optimal hyper parameters.

.. raw:: html

   <br/>




.. image:: /auto_examples/images/sphx_glr_example_simple_fit_001.png
    :align: center


.. rst-class:: sphx-glr-script-out

 Out::

    Performing stepwise search to minimize aic
    Fit ARIMA: (2, 1, 2)x(1, 0, 1, 12) (constant=True); AIC=2915.641, BIC=2939.673, Time=0.402 seconds
    Fit ARIMA: (0, 1, 0)x(0, 0, 0, 12) (constant=True); AIC=3049.597, BIC=3055.604, Time=0.012 seconds
    Fit ARIMA: (1, 1, 0)x(1, 0, 0, 12) (constant=True); AIC=2954.973, BIC=2966.989, Time=0.197 seconds
    Fit ARIMA: (0, 1, 1)x(0, 0, 1, 12) (constant=True); AIC=2947.014, BIC=2959.029, Time=0.190 seconds
    Fit ARIMA: (0, 1, 0)x(0, 0, 0, 12) (constant=False); AIC=3047.612, BIC=3050.616, Time=0.006 seconds
    Fit ARIMA: (2, 1, 2)x(0, 0, 1, 12) (constant=True); AIC=2938.457, BIC=2959.484, Time=0.228 seconds
    Fit ARIMA: (2, 1, 2)x(1, 0, 0, 12) (constant=True); AIC=2915.636, BIC=2936.664, Time=0.257 seconds
    Fit ARIMA: (2, 1, 2)x(0, 0, 0, 12) (constant=True); AIC=2984.606, BIC=3002.630, Time=0.094 seconds
    Fit ARIMA: (2, 1, 2)x(2, 0, 0, 12) (constant=True); AIC=2915.168, BIC=2939.200, Time=2.212 seconds
    Fit ARIMA: (2, 1, 2)x(2, 0, 1, 12) (constant=True); AIC=2917.256, BIC=2944.291, Time=3.411 seconds
    Fit ARIMA: (1, 1, 2)x(2, 0, 0, 12) (constant=True); AIC=2924.379, BIC=2945.407, Time=2.799 seconds
    Fit ARIMA: (2, 1, 1)x(2, 0, 0, 12) (constant=True); AIC=2911.007, BIC=2932.034, Time=2.890 seconds
    Fit ARIMA: (2, 1, 1)x(1, 0, 0, 12) (constant=True); AIC=2911.505, BIC=2929.528, Time=0.420 seconds
    Fit ARIMA: (2, 1, 1)x(2, 0, 1, 12) (constant=True); AIC=2912.933, BIC=2936.965, Time=2.673 seconds
    Fit ARIMA: (2, 1, 1)x(1, 0, 1, 12) (constant=True); AIC=2911.904, BIC=2932.932, Time=0.402 seconds
    Fit ARIMA: (1, 1, 1)x(2, 0, 0, 12) (constant=True); AIC=2919.168, BIC=2937.192, Time=1.617 seconds
    Fit ARIMA: (2, 1, 0)x(2, 0, 0, 12) (constant=True); AIC=2927.636, BIC=2945.660, Time=2.059 seconds
    Fit ARIMA: (3, 1, 1)x(2, 0, 0, 12) (constant=True); AIC=2912.748, BIC=2936.780, Time=3.107 seconds
    Fit ARIMA: (1, 1, 0)x(2, 0, 0, 12) (constant=True); AIC=2954.725, BIC=2969.745, Time=1.719 seconds
    Fit ARIMA: (3, 1, 0)x(2, 0, 0, 12) (constant=True); AIC=2914.169, BIC=2935.197, Time=5.798 seconds
    Fit ARIMA: (3, 1, 2)x(2, 0, 0, 12) (constant=True); AIC=2915.130, BIC=2942.165, Time=6.310 seconds
    Total fit time: 36.829 seconds




|


.. code-block:: python

    print(__doc__)

    # Author: Taylor Smith <taylor.smith@alkaline-ml.com>

    import pmdarima as pm
    from pmdarima import model_selection
    import numpy as np
    from matplotlib import pyplot as plt

    # #############################################################################
    # Load the data and split it into separate pieces
    data = pm.datasets.load_wineind()
    train, test = model_selection.train_test_split(data, train_size=150)

    # Fit a simple auto_arima model
    arima = pm.auto_arima(train, error_action='ignore', trace=True,
                          suppress_warnings=True, maxiter=10,
                          seasonal=True, m=12)

    # #############################################################################
    # Plot actual test vs. forecasts:
    x = np.arange(test.shape[0])
    plt.scatter(x, test, marker='x')
    plt.plot(x, arima.predict(n_periods=test.shape[0]))
    plt.title('Actual test samples vs. forecasts')
    plt.show()

**Total running time of the script:** ( 0 minutes  36.910 seconds)



.. only :: html

 .. container:: sphx-glr-footer


  .. container:: sphx-glr-download

     :download:`Download Python source code: example_simple_fit.py <example_simple_fit.py>`



  .. container:: sphx-glr-download

     :download:`Download Jupyter notebook: example_simple_fit.ipynb <example_simple_fit.ipynb>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_