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Update doc and add version footnote (#509)
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aaronreidsmith authored Jun 15, 2022
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Expand Up @@ -45,39 +45,59 @@ Here's a quick example of how we can fit an ``auto_arima`` with pmdarima:
suppress_warnings=True, # don't want convergence warnings
stepwise=True) # set to stepwise
It's easy to examine your model fit results. Simply use the ``summary`` method:
It's easy to examine your model fit results. Simply use the ``summary``:sup:`[1]` method:

.. code-block:: python
>>> stepwise_fit.summary()
<class 'statsmodels.iolib.summary.Summary'>
"""
Statespace Model Results
==========================================================================================
Dep. Variable: y No. Observations: 176
Model: SARIMAX(1, 1, 2)x(0, 1, 1, 12) Log Likelihood -1527.386
Date: Mon, 04 Sep 2017 AIC 3066.771
Time: 13:59:01 BIC 3085.794
Sample: 0 HQIC 3074.487
- 176
Covariance Type: opg
SARIMAX Results
============================================================================================
Dep. Variable: y No. Observations: 176
Model: SARIMAX(0, 1, 2)x(0, 1, [1], 12) Log Likelihood -1528.766
Date: Wed, 15 Jun 2022 AIC 3065.533
Time: 12:38:14 BIC 3077.908
Sample: 0 HQIC 3070.557
- 176
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
intercept -100.7446 72.306 -1.393 0.164 -242.462 40.973
ar.L1 -0.5139 0.390 -1.319 0.187 -1.278 0.250
ma.L1 -0.0791 0.403 -0.196 0.844 -0.869 0.710
ma.L2 -0.4438 0.223 -1.988 0.047 -0.881 -0.006
ma.S.L12 -0.4021 0.054 -7.448 0.000 -0.508 -0.296
sigma2 7.663e+06 7.3e+05 10.500 0.000 6.23e+06 9.09e+06
ma.L1 -0.5756 0.041 -13.952 0.000 -0.656 -0.495
ma.L2 -0.1065 0.048 -2.224 0.026 -0.200 -0.013
ma.S.L12 -0.3848 0.054 -7.156 0.000 -0.490 -0.279
sigma2 7.866e+06 7.01e+05 11.228 0.000 6.49e+06 9.24e+06
===================================================================================
Ljung-Box (Q): 48.66 Jarque-Bera (JB): 21.62
Prob(Q): 0.16 Prob(JB): 0.00
Heteroskedasticity (H): 1.18 Skew: -0.61
Prob(H) (two-sided): 0.54 Kurtosis: 4.31
Ljung-Box (L1) (Q): 2.84 Jarque-Bera (JB): 18.05
Prob(Q): 0.09 Prob(JB): 0.00
Heteroskedasticity (H): 1.17 Skew: -0.55
Prob(H) (two-sided): 0.56 Kurtosis: 4.21
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 8.15e+14. Standard errors may be unstable.
"""
[1] The summary output was generated using the following versions:
.. code-block:: python
>>> import pmdarima as pm
>>> pm.show_versions()
System:
python: 3.9.7 (default, Nov 10 2021, 08:50:17) [Clang 13.0.0 (clang-1300.0.29.3)]
executable: /Users/asmith/venv/bin/python
machine: macOS-11.6.6-x86_64-i386-64bit
Python dependencies:
pip: 21.2.3
setuptools: 57.4.0
sklearn: 1.1.1
statsmodels: 0.13.2
numpy: 1.22.4
scipy: 1.8.1
Cython: 0.29.30
pandas: 1.4.2
joblib: 1.1.0
pmdarima: 1.8.5

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