Get p,q,d and P, D, Q, m values from auto-arima summary

Question

I have built multiple SARIMA models using auto-arima from pyramid ARIMA and would like to extract the p,q,d and P, D, Q, m values from the model and assign them to variables so that I can use them in a future model.

I can use model.summary() to see the values, but this isn't much good to me because I need to assign them to a variable.

Answer 1

You can use following technique to solve your problem,

#In this case I have used model of ARIMA,
#You can convert model.summary in string format and find its parameters
#using regular expression.

import re
summary_string = str(model.summary())
param = re.findall('ARIMA\(([0-9]+), ([0-9]+), ([0-9]+)',summary_string)
p,d,q = int(param[0][0]) , int(param[0][1]) , int(param[0][2])
print(p,d,q)

Final output : Click here for my model.summary() output.

In this way you can store parameter values of all your models with help of loop.