'SARIMAXResults' object has no attribute '_params_ma
I am trying to creat a Seasonal ARIMA model by using the class statsmodels.statespace.sarimax.SARIMA
, and the model seems to be well created.
Now, I want to pass the AR coefficents and MA coefficents to variables seperately, but it appear a error that: SARIMAXResults
object has no attribute _params_ma
.
What should I do to correct the error?
python time-series statsmodels state-space
add a comment |
I am trying to creat a Seasonal ARIMA model by using the class statsmodels.statespace.sarimax.SARIMA
, and the model seems to be well created.
Now, I want to pass the AR coefficents and MA coefficents to variables seperately, but it appear a error that: SARIMAXResults
object has no attribute _params_ma
.
What should I do to correct the error?
python time-series statsmodels state-space
I have a new problem now. After the model is fitted, I tried to useSARIMAXResults.cov_params
to get the correlation matrix of parameter estimates, but on jupyter notebook, it only shows me<bound method LikelihoodModelResults.cov_params of <statsmodels.tsa.statespace.sarimax.SARIMAXResultsWrapper object at 0x000002252A63C278>>
, it seems the process suceed to a calculate a matrix as a result, but why it can't be shown?
– Wei CHEN
Nov 2 '18 at 8:36
add a comment |
I am trying to creat a Seasonal ARIMA model by using the class statsmodels.statespace.sarimax.SARIMA
, and the model seems to be well created.
Now, I want to pass the AR coefficents and MA coefficents to variables seperately, but it appear a error that: SARIMAXResults
object has no attribute _params_ma
.
What should I do to correct the error?
python time-series statsmodels state-space
I am trying to creat a Seasonal ARIMA model by using the class statsmodels.statespace.sarimax.SARIMA
, and the model seems to be well created.
Now, I want to pass the AR coefficents and MA coefficents to variables seperately, but it appear a error that: SARIMAXResults
object has no attribute _params_ma
.
What should I do to correct the error?
python time-series statsmodels state-space
python time-series statsmodels state-space
edited Oct 31 '18 at 9:49
Bruno
1,1011618
1,1011618
asked Oct 31 '18 at 8:44
Wei CHENWei CHEN
12
12
I have a new problem now. After the model is fitted, I tried to useSARIMAXResults.cov_params
to get the correlation matrix of parameter estimates, but on jupyter notebook, it only shows me<bound method LikelihoodModelResults.cov_params of <statsmodels.tsa.statespace.sarimax.SARIMAXResultsWrapper object at 0x000002252A63C278>>
, it seems the process suceed to a calculate a matrix as a result, but why it can't be shown?
– Wei CHEN
Nov 2 '18 at 8:36
add a comment |
I have a new problem now. After the model is fitted, I tried to useSARIMAXResults.cov_params
to get the correlation matrix of parameter estimates, but on jupyter notebook, it only shows me<bound method LikelihoodModelResults.cov_params of <statsmodels.tsa.statespace.sarimax.SARIMAXResultsWrapper object at 0x000002252A63C278>>
, it seems the process suceed to a calculate a matrix as a result, but why it can't be shown?
– Wei CHEN
Nov 2 '18 at 8:36
I have a new problem now. After the model is fitted, I tried to use
SARIMAXResults.cov_params
to get the correlation matrix of parameter estimates, but on jupyter notebook, it only shows me <bound method LikelihoodModelResults.cov_params of <statsmodels.tsa.statespace.sarimax.SARIMAXResultsWrapper object at 0x000002252A63C278>>
, it seems the process suceed to a calculate a matrix as a result, but why it can't be shown?– Wei CHEN
Nov 2 '18 at 8:36
I have a new problem now. After the model is fitted, I tried to use
SARIMAXResults.cov_params
to get the correlation matrix of parameter estimates, but on jupyter notebook, it only shows me <bound method LikelihoodModelResults.cov_params of <statsmodels.tsa.statespace.sarimax.SARIMAXResultsWrapper object at 0x000002252A63C278>>
, it seems the process suceed to a calculate a matrix as a result, but why it can't be shown?– Wei CHEN
Nov 2 '18 at 8:36
add a comment |
2 Answers
2
active
oldest
votes
Finnaly, I find it was my own fault.
Following my SARIMA(2,0,0)X(0,0,1,12) model, the non-seasonal element has orders(p,d,q)=(2,0,0), and the seasonal element has orders (P,D,Q,s)=(0,0,1,12). Thus, the model says that the data has a nonseasonal AR(2) pattern, and a seasonal MA(1)_12 pattern.
As a result, the coefficient of nonseasonal MA pattern which is corresponding to SARIMAXResults.maparams
will not be estimated. By contrast, the coefficient of seasonal MA partter which is corresponding to SARIMAXResults.seasonalmaparams
will be estimated.
For purpose of getting estimated coefficient value of seasonal MA pattern, I should call seasonalmaparams()
method, instead of maparams()
.
The error problem is solved now. :D
add a comment |
Well, after seeing the soure code, the other propblem added in the comment is also solved.
Actually, the parenthesis should be added to call the attribute of SARIMAXResults
, so cov_params()
will show the covariance-variance matrix, as following:
cov_params matrix
Next, for sake of calculating the correlation matrix of parameters, I coded as following:
# Step1: Pass the covariance-variance matrix to a specified DataFrame
df_cov = final_result.cov_params()
# Step2: Creat a blank DataFrame which will be used to store correlation values
coef_name = [r'$b_1$',r'$b_2$',r'$theta_1$',r'$phi_12$',r'$phi_24$']
cor_df = pd.DataFrame(index=coef_name,columns=coef_name)
cor_df.loc[:,:]=''
# Step3: Loop the covariance-variance matrix and calculate the correlation
var=[0]*5
for i in range(5):
var[i] = df_cov.iloc[i,i]
for i in range(5):
for j in range(5):
if j<=i:
corvar = df_cov.iloc[i,j]
cor = corvar/np.sqrt(var[i]*var[j])
cor_df.iloc[i,j] = round(cor,2)
else:
continue
# Step4: Show the correlation matrix(as type of DataFrame)
cor_df
Finally, the correlaton matrix is well calculated as shown as below:
correlation matrix
Thanks for your attention, no more question now.
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
Finnaly, I find it was my own fault.
Following my SARIMA(2,0,0)X(0,0,1,12) model, the non-seasonal element has orders(p,d,q)=(2,0,0), and the seasonal element has orders (P,D,Q,s)=(0,0,1,12). Thus, the model says that the data has a nonseasonal AR(2) pattern, and a seasonal MA(1)_12 pattern.
As a result, the coefficient of nonseasonal MA pattern which is corresponding to SARIMAXResults.maparams
will not be estimated. By contrast, the coefficient of seasonal MA partter which is corresponding to SARIMAXResults.seasonalmaparams
will be estimated.
For purpose of getting estimated coefficient value of seasonal MA pattern, I should call seasonalmaparams()
method, instead of maparams()
.
The error problem is solved now. :D
add a comment |
Finnaly, I find it was my own fault.
Following my SARIMA(2,0,0)X(0,0,1,12) model, the non-seasonal element has orders(p,d,q)=(2,0,0), and the seasonal element has orders (P,D,Q,s)=(0,0,1,12). Thus, the model says that the data has a nonseasonal AR(2) pattern, and a seasonal MA(1)_12 pattern.
As a result, the coefficient of nonseasonal MA pattern which is corresponding to SARIMAXResults.maparams
will not be estimated. By contrast, the coefficient of seasonal MA partter which is corresponding to SARIMAXResults.seasonalmaparams
will be estimated.
For purpose of getting estimated coefficient value of seasonal MA pattern, I should call seasonalmaparams()
method, instead of maparams()
.
The error problem is solved now. :D
add a comment |
Finnaly, I find it was my own fault.
Following my SARIMA(2,0,0)X(0,0,1,12) model, the non-seasonal element has orders(p,d,q)=(2,0,0), and the seasonal element has orders (P,D,Q,s)=(0,0,1,12). Thus, the model says that the data has a nonseasonal AR(2) pattern, and a seasonal MA(1)_12 pattern.
As a result, the coefficient of nonseasonal MA pattern which is corresponding to SARIMAXResults.maparams
will not be estimated. By contrast, the coefficient of seasonal MA partter which is corresponding to SARIMAXResults.seasonalmaparams
will be estimated.
For purpose of getting estimated coefficient value of seasonal MA pattern, I should call seasonalmaparams()
method, instead of maparams()
.
The error problem is solved now. :D
Finnaly, I find it was my own fault.
Following my SARIMA(2,0,0)X(0,0,1,12) model, the non-seasonal element has orders(p,d,q)=(2,0,0), and the seasonal element has orders (P,D,Q,s)=(0,0,1,12). Thus, the model says that the data has a nonseasonal AR(2) pattern, and a seasonal MA(1)_12 pattern.
As a result, the coefficient of nonseasonal MA pattern which is corresponding to SARIMAXResults.maparams
will not be estimated. By contrast, the coefficient of seasonal MA partter which is corresponding to SARIMAXResults.seasonalmaparams
will be estimated.
For purpose of getting estimated coefficient value of seasonal MA pattern, I should call seasonalmaparams()
method, instead of maparams()
.
The error problem is solved now. :D
edited Nov 1 '18 at 2:29
answered Nov 1 '18 at 2:18
Wei CHENWei CHEN
12
12
add a comment |
add a comment |
Well, after seeing the soure code, the other propblem added in the comment is also solved.
Actually, the parenthesis should be added to call the attribute of SARIMAXResults
, so cov_params()
will show the covariance-variance matrix, as following:
cov_params matrix
Next, for sake of calculating the correlation matrix of parameters, I coded as following:
# Step1: Pass the covariance-variance matrix to a specified DataFrame
df_cov = final_result.cov_params()
# Step2: Creat a blank DataFrame which will be used to store correlation values
coef_name = [r'$b_1$',r'$b_2$',r'$theta_1$',r'$phi_12$',r'$phi_24$']
cor_df = pd.DataFrame(index=coef_name,columns=coef_name)
cor_df.loc[:,:]=''
# Step3: Loop the covariance-variance matrix and calculate the correlation
var=[0]*5
for i in range(5):
var[i] = df_cov.iloc[i,i]
for i in range(5):
for j in range(5):
if j<=i:
corvar = df_cov.iloc[i,j]
cor = corvar/np.sqrt(var[i]*var[j])
cor_df.iloc[i,j] = round(cor,2)
else:
continue
# Step4: Show the correlation matrix(as type of DataFrame)
cor_df
Finally, the correlaton matrix is well calculated as shown as below:
correlation matrix
Thanks for your attention, no more question now.
add a comment |
Well, after seeing the soure code, the other propblem added in the comment is also solved.
Actually, the parenthesis should be added to call the attribute of SARIMAXResults
, so cov_params()
will show the covariance-variance matrix, as following:
cov_params matrix
Next, for sake of calculating the correlation matrix of parameters, I coded as following:
# Step1: Pass the covariance-variance matrix to a specified DataFrame
df_cov = final_result.cov_params()
# Step2: Creat a blank DataFrame which will be used to store correlation values
coef_name = [r'$b_1$',r'$b_2$',r'$theta_1$',r'$phi_12$',r'$phi_24$']
cor_df = pd.DataFrame(index=coef_name,columns=coef_name)
cor_df.loc[:,:]=''
# Step3: Loop the covariance-variance matrix and calculate the correlation
var=[0]*5
for i in range(5):
var[i] = df_cov.iloc[i,i]
for i in range(5):
for j in range(5):
if j<=i:
corvar = df_cov.iloc[i,j]
cor = corvar/np.sqrt(var[i]*var[j])
cor_df.iloc[i,j] = round(cor,2)
else:
continue
# Step4: Show the correlation matrix(as type of DataFrame)
cor_df
Finally, the correlaton matrix is well calculated as shown as below:
correlation matrix
Thanks for your attention, no more question now.
add a comment |
Well, after seeing the soure code, the other propblem added in the comment is also solved.
Actually, the parenthesis should be added to call the attribute of SARIMAXResults
, so cov_params()
will show the covariance-variance matrix, as following:
cov_params matrix
Next, for sake of calculating the correlation matrix of parameters, I coded as following:
# Step1: Pass the covariance-variance matrix to a specified DataFrame
df_cov = final_result.cov_params()
# Step2: Creat a blank DataFrame which will be used to store correlation values
coef_name = [r'$b_1$',r'$b_2$',r'$theta_1$',r'$phi_12$',r'$phi_24$']
cor_df = pd.DataFrame(index=coef_name,columns=coef_name)
cor_df.loc[:,:]=''
# Step3: Loop the covariance-variance matrix and calculate the correlation
var=[0]*5
for i in range(5):
var[i] = df_cov.iloc[i,i]
for i in range(5):
for j in range(5):
if j<=i:
corvar = df_cov.iloc[i,j]
cor = corvar/np.sqrt(var[i]*var[j])
cor_df.iloc[i,j] = round(cor,2)
else:
continue
# Step4: Show the correlation matrix(as type of DataFrame)
cor_df
Finally, the correlaton matrix is well calculated as shown as below:
correlation matrix
Thanks for your attention, no more question now.
Well, after seeing the soure code, the other propblem added in the comment is also solved.
Actually, the parenthesis should be added to call the attribute of SARIMAXResults
, so cov_params()
will show the covariance-variance matrix, as following:
cov_params matrix
Next, for sake of calculating the correlation matrix of parameters, I coded as following:
# Step1: Pass the covariance-variance matrix to a specified DataFrame
df_cov = final_result.cov_params()
# Step2: Creat a blank DataFrame which will be used to store correlation values
coef_name = [r'$b_1$',r'$b_2$',r'$theta_1$',r'$phi_12$',r'$phi_24$']
cor_df = pd.DataFrame(index=coef_name,columns=coef_name)
cor_df.loc[:,:]=''
# Step3: Loop the covariance-variance matrix and calculate the correlation
var=[0]*5
for i in range(5):
var[i] = df_cov.iloc[i,i]
for i in range(5):
for j in range(5):
if j<=i:
corvar = df_cov.iloc[i,j]
cor = corvar/np.sqrt(var[i]*var[j])
cor_df.iloc[i,j] = round(cor,2)
else:
continue
# Step4: Show the correlation matrix(as type of DataFrame)
cor_df
Finally, the correlaton matrix is well calculated as shown as below:
correlation matrix
Thanks for your attention, no more question now.
answered Nov 12 '18 at 4:46
Wei CHENWei CHEN
12
12
add a comment |
add a comment |
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I have a new problem now. After the model is fitted, I tried to use
SARIMAXResults.cov_params
to get the correlation matrix of parameter estimates, but on jupyter notebook, it only shows me<bound method LikelihoodModelResults.cov_params of <statsmodels.tsa.statespace.sarimax.SARIMAXResultsWrapper object at 0x000002252A63C278>>
, it seems the process suceed to a calculate a matrix as a result, but why it can't be shown?– Wei CHEN
Nov 2 '18 at 8:36