SARIMAX

Learn how to use SARIMAX to make forecasts.

Understanding SARIMAX

To review, SARIMAX combines multiple time series components—seasonality, autoregression, integration, moving average, and exogenous variables. It takes essentially two parameters—order, which refers to autoregression, integration, and moving average and seasonal_order, which refers to seasonality. To use SARIMAX for seasonality purposes only, all we need to do is set order = (0,0,0) and work only with seasonal_order.

Let's understand how seasonal_order(P, D, Q, M) works by calling the function parameters P,D,QP, D,Q ...