我的自由度小于数据集中的行数。为什么我有错误“估计的自由度不足”。我能做些什么来解决这个错误？
我试图减少 中的值differenced = difference(X,11)，但它仍然显示错误。
dataset, validation = series[0:split_point], series[split_point:]
print('Dataset %d, Validation %d' % (len(dataset), len(validation)))
dataset.to_csv('dataset.csv')
validation.to_csv('validation.csv')
from pandas import Series
from statsmodels.tsa.arima_model import ARIMA
import numpy
# load dataset
series = Series.from_csv('dataset.csv', header=None)
series = series.iloc[1:]
series.head()
series.shape
from pandas import Series
from statsmodels.tsa.arima_model import ARIMA
import numpy
# create a differenced series
def difference(dataset, interval=1):
diff = list()
for i in range(interval+1, len(dataset)):
value = int(dataset[i]) - int(dataset[i - interval])
diff.append(value)
return numpy.array(diff)
# load dataset
series = Series.from_csv('dataset.csv', header=None)
# seasonal difference
X = series.values
differenced = difference(X,11)
# fit model
model = ARIMA(differenced, order=(7,0,1))
model_fit = model.fit(disp=0)
# print summary of fit model
print(model_fit.summary())
形状为 (17,)