"]},"metadata":{"tags":[]}}]},{"cell_type":"code","metadata":{"id":"fo3_AJIC6XVj","colab_type":"code","outputId":"0575d544-af85-4cbc-a790-10a70f5a2c00","executionInfo":{"status":"ok","timestamp":1578839025647,"user_tz":-330,"elapsed":1302,"user":{"displayName":"Bhavesh Bhatt","photoUrl":"https://lh3.googleusercontent.com/a-/AAuE7mAGw0xp47aiUD_-aP4uJqXVZKRgT_wiBYTj7UJXbQ=s64","userId":"01561702845917398436"}},"colab":{"base_uri":"https://localhost:8080/","height":140}},"source":["X = df[\"Value\"].values\n","result = adfuller(X)\n","print('ADF Statistic: %f' % result[0])\n","print('p-value: %f' % result[1])\n","print('Critical Values:')\n","for key, value in result[4].items():\n"," print('\\t%s: %.3f' % (key, value))\n","\n","if result[0] < result[4][\"5%\"]:\n"," print (\"Reject Ho - Time Series is Stationary\")\n","else:\n"," print (\"Failed to Reject Ho - Time Series is Non-Stationary\")"],"execution_count":135,"outputs":[{"output_type":"stream","text":["ADF Statistic: -22.184930\n","p-value: 0.000000\n","Critical Values:\n","\t1%: -3.431\n","\t5%: -2.862\n","\t10%: -2.567\n","Reject Ho - Time Series is Stationary\n"],"name":"stdout"}]},{"cell_type":"markdown","metadata":{"id":"_zeam7XfFHOB","colab_type":"text"},"source":["
"]},"metadata":{"tags":[]}}]},{"cell_type":"code","metadata":{"id":"KEKCjcnD0B28","colab_type":"code","colab":{}},"source":["model = ARIMA(y_train, order=(1,0,0))"],"execution_count":0,"outputs":[]},{"cell_type":"code","metadata":{"id":"tSfkEA6y0B6l","colab_type":"code","colab":{}},"source":["model_fit = model.fit()"],"execution_count":0,"outputs":[]},{"cell_type":"code","metadata":{"id":"0QZ77NIM0Bv4","colab_type":"code","colab":{"base_uri":"https://localhost:8080/","height":369},"outputId":"c873d158-8480-405a-8f26-39344338dbc1","executionInfo":{"status":"ok","timestamp":1578840176541,"user_tz":-330,"elapsed":954,"user":{"displayName":"Bhavesh Bhatt","photoUrl":"https://lh3.googleusercontent.com/a-/AAuE7mAGw0xp47aiUD_-aP4uJqXVZKRgT_wiBYTj7UJXbQ=s64","userId":"01561702845917398436"}}},"source":["print(model_fit.summary())"],"execution_count":153,"outputs":[{"output_type":"stream","text":[" ARMA Model Results \n","==============================================================================\n","Dep. Variable: y No. Observations: 7999\n","Model: ARMA(1, 0) Log Likelihood -11364.832\n","Method: css-mle S.D. of innovations 1.002\n","Date: Sun, 12 Jan 2020 AIC 22735.663\n","Time: 14:42:57 BIC 22756.624\n","Sample: 0 HQIC 22742.838\n"," \n","==============================================================================\n"," coef std err z P>|z| [0.025 0.975]\n","------------------------------------------------------------------------------\n","const 0.7250 0.118 6.130 0.000 0.493 0.957\n","ar.L1.y 0.9054 0.005 190.940 0.000 0.896 0.915\n"," Roots \n","=============================================================================\n"," Real Imaginary Modulus Frequency\n","-----------------------------------------------------------------------------\n","AR.1 1.1045 +0.0000j 1.1045 0.0000\n","-----------------------------------------------------------------------------\n"],"name":"stdout"}]},{"cell_type":"code","metadata":{"id":"H6Fuxt79NTGR","colab_type":"code","colab":{}},"source":[""],"execution_count":0,"outputs":[]}]}
--------------------------------------------------------------------------------
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623 | How to Apply These Terms to Your New Programs
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664 | You should also get your employer (if you work as a programmer) or school,
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674 | .
675 |
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/README.md:
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1 | # Implementing Auto Regressive Time Series Model in Python from Scratch
2 |
3 | **If you like my work, you can support me by buying me a coffee by clicking the link below**
4 |
5 |
6 |
7 | ## Click to open the Notebook directly in Google Colab
8 | [](https://colab.research.google.com/github/bhattbhavesh91/auto-regressive-time-series-model/blob/master/AR-model-notebook.ipynb)
9 |
10 | ## To view the video
11 |
12 |
13 |
14 |
15 |
16 |
17 |
18 | or click on the image below
19 |
20 | [](http://www.youtube.com/watch?v=4O9Rkzm8Q5U)
21 |
22 | ### Want to know more about me?
23 | ## Follow Me
24 |
25 |
26 |
27 |
28 |
29 |
30 |
6 |
7 | ## Click to open the Notebook directly in Google Colab
8 | [](https://colab.research.google.com/github/bhattbhavesh91/auto-regressive-time-series-model/blob/master/AR-model-notebook.ipynb)
9 |
10 | ## To view the video
11 |
12 | 
25 | 
26 | 
27 | 
28 | 
29 |
30 | 