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pythonarimapyramid-arima

adding exogeneous variables to auto arima in pyramid package


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?


Solution

  • Pyramid does work with Python 2.7. I'm running a model now.