这里有点新,但试图使用statsmodel ARMA预测工具.我从雅虎导入了一些股票数据并得到ARMA给我适合的参数.但是,当我使用预测代码时,我收到的是一个错误列表,我似乎无法弄清楚.不太确定我在这里做错了什么:
import pandas
import statsmodels.tsa.api as tsa
from pandas.io.data import DataReader
start = pandas.datetime(2013,1,1)
end = pandas.datetime.today()
data = DataReader('GOOG','yahoo')
arma =tsa.ARMA(data['Close'], order =(2,2))
results= arma.fit()
results.predict(start=start,end=end)
错误是:
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
C:\Windows\system32\<ipython-input-84-25a9b6bc631d> in <module>()
13 results= arma.fit()
14 results.summary()
---> 15 results.predict(start=start,end=end)
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\base\wrapp
er.pyc in wrapper(self, *args, **kwargs)
88 results = object.__getattribute__(self, '_results')
89 data = results.model.data
---> 90 return data.wrap_output(func(results, *args, **kwargs), how)
91
92 argspec = inspect.getargspec(func)
D:\Python27\lib\site-packages\statsmodels-0.5.0-py2.7.egg\statsmodels\tsa\arima_
model.pyc in predict(self, start, end, …