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.