>>> sm.version.full_version
'0.8.0.dev0+bb1db2b'
arima_model = ARIMA(transformed_data, order=(model_order[0], model_order[1], model_order[2]))
arima_results = arima_model.fit(disp=False) # or disp=-1
RUNNING THE L-BFGS-B CODE
* * *
Machine precision = 2.220D-16
N = 3 M = 10
This problem is unconstrained.
At X0 0 variables are exactly at the bounds
At iterate 0 f= 7.16189D+00 |proj g|= 1.29181D-01
At iterate 5 f= 7.00504D+00 |proj g|= 1.47562D-03
At iterate 10 f= 7.00442D+00 |proj g|= 1.79098D-02
At iterate 15 f= 6.93115D+00 |proj g|= 2.95095D-01
At iterate 20 f= 6.84326D+00 |proj g|= 7.16658D-04
* * *
Tit = total number of iterations
Tnf = total number of function evaluations
Tnint = total number of segments explored during Cauchy searches
Skip = number of BFGS updates skipped
Nact = number of active bounds at final generalized Cauchy point
Projg = norm of the final projected gradient
F = final function value
* * *
N Tit Tnf Tnint Skip Nact Projg F
3 23 25 1 0 0 4.230D-07 6.843D+00
F = 6.8432611444769238
CONVERGENCE: NORM_OF_PROJECTED_GRADIENT_<=_PGTOL
Cauchy time 0.000E+00 seconds.
Subspace minimization time 0.000E+00 seconds.
Line search time 0.000E+00 seconds.
Total User time 0.000E+00 seconds.
