Friday, March 27, 2020

Answer for ARMA model

https://365datascience.com/dwqa-answer/answer-for-arma-model/ -

Hi Max, 

 

Thanks for reaching out!

 

When this occurs, you need to specify the number of starting AR parameters you’re giving the model before fitting. Usually, 1 more than the number of lags you’re using is sufficient, but you might need to add more depending on the data. 

 

Hence, just add start_ar_lags = 4 to the fit function, like so: 


results_returns_arma_33=model_returns_arma_33.fit(start_ar_lags = 4)

 

Hope this helps!

Best,

365 Vik

 




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