Forecasting Economic Time Series in Python using SARIMAX

[@GraceHencey]

This is genius. Thank you so much. Most helpful thing I've found on the internet, as it pertains to Sarimax.

[@mgcortes31]

I worked a lot to come up with that method, so I'm glad it helps!

[@John-xi2im]

excellent tutorial, very informative and lots of advanced concepts implemented for solving various small issues (like calculating growth rate for filling up the last 4 values of GDP column, after interpolation).

[@eervin123]

Great stuff. Very clean teaching style.

[@adrianfischbach9496]

Wonderful tutorial, thank you so much! Just one question: To make the code more succinct, at 31:45 where you link the model to the score function and define the order, trend, and seasonal variable and index the hyperparameters, couldn't you index the hyperparameters once in a list instead, i.e., params[,,] instead of params [] 3x?

[@mgcortes31]

Hi Adrian! I don’t think so because the params is a dictionary (mapping keys to values) so I think it only accepts one key at a time. But can probably write this many different ways, there is likely a way to do it like you are saying

[@mateusacorrea]

Very cool explanation, dude! Thank you

[@mgcortes31]

Glad it was helpful!

[@AbdallahIDRISSE]

Very well done. Thank you very much @datamodelingxp, Michael. Have compared your method to auto_arima model?

[@mgcortes31]

No I haven’t, but would be very interesting to experiment with that. I’m sure there are cases where one may perform better than the other.

[@AbdallahIDRISSE]

@@mgcortes31 , thank you for your reply. Your video was very useful and instructive.

[@user-jn7ic7un1e]

Great tutorial. Any books you recommend?

[@FRANKWHITE1996]

thanks for sharing