Interface ARIMA from pmdarima/statsmodels

[mloning]

Describe the solution you'd like
We already have AutoARIMA, but it would be nice to also interface ARIMA, either from statsmodels or pmdarima.

[MixKlim]

@mloning what exactly needs to be implemented here?

[mloning]

Hi @MixKlim take a look at the AutoARIMA wrapper, we'd like to have something similar for the simple ARIMA from pmdarima.

[HYang1996]

I'd like to work on this issue.

[HYang1996]

Hi @MixKlim take a look at the AutoARIMA wrapper, we'd like to have something similar for the simple ARIMA from pmdarima.

Hi @mloning , would this mean that we'll be interfacing from pmdarima instead of statsmodels?

[mloning]

Hey @HYang1996, pmdarima itself interfaces statsmodels, so whatever is easier. We already have a wrapper for statsmodels, so perhaps that's more straightforward.