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performancestatsmodelsforecastingsarimax

Performance for adfuller and SARIMAX

This is somewhat of a continuation of a previous post but I am trying to forecast weekly revenues. My program seems to hang on the adfuller test. It has run before and appears stationary via p-value but not consistently. I have added SARIMAX in as well and the code just hangs. If I cancel out I get a message towards the bottom (periodically) that says the problem is unconstrained.

Data:

Week |   Week_Start_Date |Amount |year
Week 1      2018-01-01   42920  2018
Week 2      2018-01-08   37772  2018
Week 3      2018-01-15   41076  2018
Week 4      2018-01-22   38431  2018
Week 5      2018-01-29  101676  2018

Code:

x = organic_search.groupby('Week_Start_Date').Amount.sum()

# Augmented Dickey-Fuller test
ad_fuller_result = adfuller(x)
print(f'ADF Statistic: {ad_fuller_result[0]}')
print(f'p-value: {ad_fuller_result[1]}')

# SARIMA Model
plt.figure(2)
best_model = SARIMAX(x, order=(2, 1, 1), seasonal_order=(2, 1, 1, 52)).fit(dis=1)
print(best_model.summary())
best_model.plot_diagnostics(figsize=(15,12))

I am only working with 185 or so rows. I don't understand why code is just hanging. Any optimization suggestions welcome (for adfuller and SARIMAX).

Solution

  • Fixed via passing organic_search['Amount'] instead of organic_search.groupby('Week_Start_Date').Amount.sum()