Question

我是python的新手，并且正在编写将ARIMA测试结果输入到数据框的过程。所以，我通过以下编码获得了ARIMA结果：

for param in pdq:
    for param_seasonal in seasonal_pdq:
        try:
            mod = sm.tsa.statespace.SARIMAX(df_month.Weighted_Price_box,
                                            order=param,
                                            seasonal_order=param_seasonal,
                                            enforce_stationarity=False,
                                            enforce_invertibility=False)

            results = mod.fit()

            print('ARIMA{}x{}12 - AIC:{}'.format(param, param_seasonal, results.aic))

            data = {'parameters' : [param], 'aic' : [results.aic]}
        except:

            continue

rt=pd.DataFrame(data)
rt

输出结果为：

ARIMA(0, 0, 0)x(0, 0, 1, 12)12 - AIC:407.22578000041864
ARIMA(0, 0, 0)x(0, 1, 1, 12)12 - AIC:238.18574141909036
ARIMA(0, 0, 0)x(1, 0, 0, 12)12 - AIC:294.4619377438503
ARIMA(0, 0, 0)x(1, 0, 1, 12)12 - AIC:293.02415782731146
ARIMA(0, 0, 0)x(1, 1, 0, 12)12 - AIC:247.3954939335222
ARIMA(0, 0, 0)x(1, 1, 1, 12)12 - AIC:240.81509476560723
ARIMA(0, 0, 1)x(0, 0, 0, 12)12 - AIC:424.3477569952406
ARIMA(0, 0, 1)x(0, 0, 1, 12)12 - AIC:322.92052137636273
ARIMA(0, 0, 1)x(0, 1, 0, 12)12 - AIC:230.11538217516411
ARIMA(0, 0, 1)x(0, 1, 1, 12)12 - AIC:168.44268972392362
ARIMA(0, 0, 1)x(1, 0, 0, 12)12 - AIC:221.44384124449488
ARIMA(0, 0, 1)x(1, 0, 1, 12)12 - AIC:201.34872206655223
ARIMA(0, 0, 1)x(1, 1, 0, 12)12 - AIC:189.5734656288126
......
        aic parameters
0  57.95076  (1, 1, 1)

如您所见，我的名为rt的数据框只包含一行而不是13行。

Answer 1

使用列表附加内容并使用它来创建DF。

<强>实施例

data = []
for param in pdq:
    for param_seasonal in seasonal_pdq:
        try:
            mod = sm.tsa.statespace.SARIMAX(df_month.Weighted_Price_box,
                                            order=param,
                                            seasonal_order=param_seasonal,
                                            enforce_stationarity=False,
                                            enforce_invertibility=False)

            results = mod.fit()

            print('ARIMA{}x{}12 - AIC:{}'.format(param, param_seasonal, results.aic))

            data.append({'parameters' : [param], 'aic' : [results.aic]})
        except:

            continue

rt=pd.DataFrame(data)
rt

python - 如何将arima测试的结果输入到数据框

1 个答案: