7. When no viable models can be found
For certain time series, the search may return no viable models:
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
"Could not successfully fit a viable ARIMA model "
ValueError: Could not successfully fit a viable ARIMA model to input data.
See http://alkaline-ml.com/pmdarima/no-successful-model.html for more information on why this can happen.
This can happen for a number of reasons:
Most commonly, the roots of your model may be nearly non-invertible, meaning the inverted roots lie too close to the unit circle. Here’s a good blog post on the subject. Make sure
trace
is truthy in order to see these warnings when fitting your model.Sometimes, your data may not be stationary and can raise errors from statsmodels when fitting. In this case, the stepwise algorithm will filter out problem model fits. This can arise in a number of situations, ranging from non-stationarity to actual code errors. Setting
error_action='trace'
will log the stacktraces of any errors encountered during the search.Your input data may not be suitable for ARIMA modeling. For instance, it could be a simple polynomial or solved by linear regression (i.e., differencing the time series has made it perfectly constant).
Make sure to set trace
to at least 1 in order to see the search progress, and to a value >1 to see the
maximum trace logging available. If you still cannot diagnose why you are getting this error message, consider
Filing a bug.