/
arima_model.py
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/
arima_model.py
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"""
See statsmodels.tsa.arima.model.ARIMA and statsmodels.tsa.SARIMAX.
"""
ARIMA_DEPRECATION_ERROR = """
statsmodels.tsa.arima_model.ARMA and statsmodels.tsa.arima_model.ARIMA have
been removed in favor of statsmodels.tsa.arima.model.ARIMA (note the .
between arima and model) and statsmodels.tsa.SARIMAX.
statsmodels.tsa.arima.model.ARIMA makes use of the statespace framework and
is both well tested and maintained. It also offers alternative specialized
parameter estimators.
"""
class ARMA:
"""
ARMA has been deprecated in favor of the new implementation
See Also
--------
statsmodels.tsa.arima.model.ARIMA
ARIMA models with a variety of parameter estimators
statsmodels.tsa.statespace.SARIMAX
SARIMAX models estimated using MLE
"""
def __init__(self, *args, **kwargs):
raise NotImplementedError(ARIMA_DEPRECATION_ERROR)
class ARIMA(ARMA):
"""
ARIMA has been deprecated in favor of the new implementation
See Also
--------
statsmodels.tsa.arima.model.ARIMA
ARIMA models with a variety of parameter estimators
statsmodels.tsa.statespace.SARIMAX
SARIMAX models estimated using MLE
"""
def __init__(self, *args, **kwargs):
super().__init__(*args, **kwargs)
class ARMAResults:
"""
ARMA has been deprecated in favor of the new implementation
See Also
--------
statsmodels.tsa.arima.model.ARIMA
ARIMA models with a variety of parameter estimators
statsmodels.tsa.statespace.SARIMAX
SARIMAX models estimated using MLE
"""
def __init__(self, *args, **kwargs):
raise NotImplementedError(ARIMA_DEPRECATION_ERROR)
class ARIMAResults(ARMAResults):
def __init__(self, *args, **kwargs):
super().__init__(*args, **kwargs)