Adjust the ARIMA instance below to build an autoregression model using your training data from Step 1. This model should work on the first difference of the original closing price, and use one prior term or an order 1 AR model. from statsmodels.tsa.arima_model import ARIMA ar = ARIMA(train, order = (0, 0, 0))
Adjust the ARIMA instance below to build an autoregression model using your training data from Step 1. This model should work on the first difference of the original closing price, and use one prior term or an order 1 AR model. from statsmodels.tsa.arima_model import ARIMA ar = ARIMA(train, order = (0, 0, 0))
Database System Concepts
7th Edition
ISBN:9780078022159
Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Chapter1: Introduction
Section: Chapter Questions
Problem 1PE
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Question
Step 1
Build a train/test split using Amazon data. Dataset name is amzn.
Training Data starts in 2016. Testing Data is last 10 observations in dataset.
Both should be pandas series type indexed by date. The last date in train should be '2017-12-14'
Train = ??
Test = ??
Step 2
Adjust the ARIMA instance below to build an autoregression model using your training data from Step 1. This model should work on the first difference of the original closing price, and use one prior term or an order 1 AR model.
from statsmodels.tsa.arima_model import ARIMA
ar = ARIMA(train, order = (0, 0, 0))
model = ??
Python Programming
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