from statsmodels.tsa.arima_model import ARIMA

PHOTO EMBED

Thu Jul 22 2021 17:30:50 GMT+0000 (Coordinated Universal Time)

Saved by @Corrydye #python


plt.figure(figsize=(16,8))
model_ARIMA = ARIMA(df_log, order=(7,1,7)) #Using p=7, d=1, q=7
results_ARIMA = model_ARIMA.fit()
plt.plot(df_shift)
plt.plot(results_ARIMA.fittedvalues, color='red')
plt.title('ARIMA Model - RMSE: %.4f'% mean_squared_error(results_ARIMA.fittedvalues,df_shift['Close'], squared=False))
plt.show()
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