The purpose of this is to go over a function to grid search SARIMA parameters and output a fitted model with those parameters. I am skipping differencing, Dickey Fuller tests, and plotting ACF and PACF. If this were a comprehensive SARIMA demo, those things would be included.
#The-purpose-of-this-is-to-go-over-a-function-to-grid-search-SARIMA-parameters-and-output-a-fitted-model-with-those-parameters.-I-am-skipping-differencing,-Dickey-Fuller-tests,-and-plotting-ACF-and-PACF.-If-this-were-a-comprehensive-SARIMA-demo,-those-things-would-be-included.
First, I start with my imports and dataset loading.
#First,-I-start-with-my-imports-and-dataset-loading.
Then, I take a look at my first few rows along with the shape.
#Then,-I-take-a-look-at-my-first-few-rows-along-with-the-shape.
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The next step is to make the month column the index.
#The-next-step-is-to-make-the-month-column-the-index.
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A quick plot visualizes what we are working with.
#A-quick-plot-visualizes-what-we-are-working-with.
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The data gets broken up into training and test, the test making up about the last year.
#The-data-gets-broken-up-into-training-and-test,-the-test-making-up-about-the-last-year.
And here is the function. It takes two parameters, a dataset and an eval metric (aic or bic). This first part loops though all the variations of parameters (for order and seasonal_order), and collects that into a dictionary. The second part finds the best model from the dictionary and then fits a model to it. The output is a dictionary with the model, aic, bic, order tuple and seasonal_order tuple.
#And-here-is-the-function.-It-takes-two-parameters,-a-dataset-and-an-eval-metric-(aic-or-bic).-This-first-part-loops-though-all-the-variations-of-parameters-(for-order-and-seasonal_order),-and-collects-that-into-a-dictionary.-The-second-part-finds-the-best-model-from-the-dictionary-and-then-fits-a-model-to-it.-The-output-is-a-dictionary-with-the-model,-aic,-bic,-order-tuple-and-seasonal_order-tuple.
The called function is put into a parameter.
#The-called-function-is-put-into-a-parameter.
Here we can see the the items of the best dictionary.
#Here-we-can-see-the-the-items-of-the-best-dictionary.
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Finally, we put the prediction into a variable using the model from the best dictionary.
#Finally,-we-put-the-prediction-into-a-variable-using-the-model-from-the-best-dictionary.
The prediction is then plotted with the actuals.
#The-prediction-is-then-plotted-with-the-actuals.
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To cap this off, I want to run the loop that found the best parameters, but this time, it will just print out the results. From this we can verify what our function chose.
#To-cap-this-off,-I-want-to-run-the-loop-that-found-the-best-parameters,-but-this-time,-it-will-just-print-out-the-results.-From-this-we-can-verify-what-our-function-chose.