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python-3.xscikit-learnpipelinepyramid-arimapmdarima

How to get AIC value from the pipe.fit() in pmdarima module


I need to get the best estimators like AIC, BIC

import pmdarima as pm
pipe = Pipeline([
            ("fourier", FourierFeaturizer(m=12, k=4)),
            ("arima",   pm.AutoARIMA(start_p=1, d=None, start_q=1, max_p=4,
                        max_d=3, max_q=4, start_P=1, D=None, start_Q=1, max_P=2,
                        max_D=1, max_Q=2, max_order=10, m=12, seasonal=False,
                        stationary=False, information_criterion='aic', alpha=0.05,
                        ))])


    pipe.fit(y_train,X_train)
    pipe.summary()

Summary: Output python

How can I fetch estimators value ? Thank you


Solution

  • Try this:

    pipe.steps[-1][1].model_.aic()