Model_Selection

[hassaanseeker]

I am currently working on forecasting for different number of categories and using ARIMA. Each category having its own time-series data. Is there any feature in statsmodels which automate the process of selecting the best model for each category. If yes kindly guide me. If not i would like to open a pull request for this feature. and work on it.

[ChadFulton]

We don't have that feature in Statsmodels yet, but we do have two PRs in that implement model selection in a couple of different ways: #4621 and #5151. Unfortunately, we haven't agreed on which of those implementations (or some other one) should be used, so we don't have a timeline yet.