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我是 pmdarima 的新手，我试图使用 pmdarima 来找到最合适的模型。我已将最大 p、d、q 值设置为 9（或其他更高的数字）。但是，我认为它最多只能运行 5 个。是否有任何原因，或者我必须更改模型中的参数。欣赏！！

代码：

from pmdarima import auto_arima

auto_arima(training_data,start_p=0, max_p=9, start_d=0, max_d=9, start_q=0, max_q=9, seasonal=True, trace = True, stepwise=False).summary()

结果：

ARIMA(2,1,1)(0,0,0)[1] intercept : AIC=15730.844, Time=0.47 sec

ARIMA(2,1,2)(0,0,0)[1] intercept : AIC=15732.920, Time=0.42 sec

ARIMA(2,1,3)(0,0,0)[1] intercept : AIC=15727.096, Time=1.40 sec

ARIMA(3,1,0)(0,0,0)[1] intercept : AIC=15728.615, Time=0.16 sec

ARIMA(3,1,1)(0,0,0)[1] intercept : AIC=15730.312, Time=0.34 sec

ARIMA(3,1,2)(0,0,0)[1] intercept : AIC=15727.051, Time=1.02 sec

ARIMA(4,1,0)(0,0,0)[1] intercept : AIC=15729.898, Time=0.18 sec

ARIMA(4,1,1)(0,0,0)[1] intercept : AIC=15731.086, Time=0.55 sec

ARIMA(5,1,0)(0,0,0)[1] intercept : AIC=15730.233, Time=0.19 sec

Total fit time: 8.190 seconds
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1 回答 1

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默认参数之一（我认为是 max_order）控制订单的总和。尝试设置 max_order=10 或其他。

于 2021-01-06T03:21:50.617 回答