I'm a big fan of auto.arima in r, like the example below. I was excited to hear there's a python version in the pyramid package, (example below.)
Does anyone know if you can add predictors or exogeneous variables in the pyramid version when training a model? In the r version you add them in the xreg argument.
r code:
auto.arima(df, xreg=pred_df)
python code:
from pyramid.arima import auto_arima
auto_arima(df)
Update:
I found the answer:
auto_arima(df, exogeneous=pred_df)
does anybody know if pyramid works on python 2.7?
Pyramid does work with Python 2.7. I'm running a model now.