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fixed bad output Sarima
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content/posts/finance/stock_prediction/SARIMA/index.md

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@@ -240,13 +240,6 @@ results = sarima_model.fit()
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print(results.summary())
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```
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
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self._init_dates(dates, freq)
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
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self._init_dates(dates, freq)
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\base\model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
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warnings.warn("Maximum Likelihood optimization failed to "
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SARIMAX Results
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plt.show()
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```
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:836: ValueWarning: No supported index is available. Prediction results will be given with an integer index beginning at `start`.
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return get_prediction_index(
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![png](images/sarima_example_9_1.png)
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As the prei
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```python
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# forec_temp = pd.DataFrame(forecast.predicted_mean)
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# forec_temp.index = forecast_index
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# pd.DataFrame(pd.DataFrame(decomposition.seasonal[test.index]).values + forec_temp.values).plot()
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```
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## 5. Model Diagnostics
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content/posts/finance/stock_prediction/SARIMA/sarima_example.md

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print(results.summary())
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```
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
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self._init_dates(dates, freq)
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
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self._init_dates(dates, freq)
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\base\model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
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warnings.warn("Maximum Likelihood optimization failed to "
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SARIMAX Results
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===========================================================================================
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Warnings:
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[1] Covariance matrix calculated using the outer product of gradients (complex-step).
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---
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```python

public/index.json

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public/posts/finance/stock_prediction/sarima/index.html

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@@ -704,15 +704,7 @@ <h2 id="4-sarima-model-implementation">4. SARIMA Model Implementation</h2>
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</span></span><span style="display:flex;"><span>results <span style="color:#f92672">=</span> sarima_model<span style="color:#f92672">.</span>fit()
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</span></span><span style="display:flex;"><span>
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</span></span><span style="display:flex;"><span>print(results<span style="color:#f92672">.</span>summary())
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</span></span></code></pre></div><pre><code>c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
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self._init_dates(dates, freq)
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
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self._init_dates(dates, freq)
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c:\Users\stefa\anaconda3\lib\site-packages\statsmodels\base\model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
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warnings.warn(&quot;Maximum Likelihood optimization failed to &quot;
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SARIMAX Results
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</span></span></code></pre></div><pre><code> SARIMAX Results
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===========================================================================================
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Dep. Variable: Close No. Observations: 412
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Model: SARIMAX(2, 1, 2)x(2, 2, [1], 8) Log Likelihood -1073.473

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