I am trying a simple prediction using ARIMA. The code below produces all NaNs as output for the argument of order of (1,1,3), but for order argument of (1,1,2) and (1,1,4) i am able to get proper(numerical) output. The same function works fine, in some other installations with older/newer versions of pandas, statsmodels and pmdarima. I checked related questions here in Stackoverflow, but since the same function with the same argument is working in other libraries, i assume there is nothing wrong with the order argument of (1,1,3) and probably the bug is with library versions or some other configuration. Any help is appreciated.
from statsmodels.tsa.arima_model import ARIMA
def testarima():
trainseries = pd.Series([600.00,10.00,405.00,900.00,500.00,500.00,500.00,500.00,500.00,
500.00,1000.00,533.00,2784.11,1775.00,300.00,4289.42,1270.00,
500.00,2145.00,1650.00,1750.00,785.00,4137.50,2450.00,2194.00,
1750.00,1000.00,2250.00,1000.00,1055.98,1000.00,250.00,450.00,
540.00,2247.50,200.00,820.00,570.00,555.00])
model = ARIMA(trainseries, order=(1, 1, 3))
# print("train: " + str(train))
try:
model_fit = model.fit(disp=0)
fc, se, conf = model_fit.forecast(24, alpha=0.05)
print('result: '+str(fc))
return fc
except:
return np.zeros(24)
statsmodels v 0.10.2 pmdarima v 1.5.1 pandas 0.25.3 python 3.7.5
There is a warning output
C:\Users\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\tsa\kalmanf\kalmanfilter.py:225: RuntimeWarning: invalid value encountered in log Z_mat.astype(complex), R_mat, T_mat)
C:\Users\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\tsa\kalmanf\kalmanfilter.py:225: RuntimeWarning: invalid value encountered in true_divide Z_mat.astype(complex), R_mat, T_mat)
C:\Users\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\base\model.py:492: HessianInversionWarning: Inverting hessian failed, no bse or cov_params available 'available', HessianInversionWarning)
But in other installation where this is working also these warnings appear, but there i get proper numerical output
