我试图通过使用循环找到最佳参数顺序:
d = 1
for p in range(3):
for q in range(3):
try:
order = (p, 0, q)
params = (p, d, q)
arima_mod = ARIMA(ts.dropna(), order).fit(method = 'css-mle', disp = 0)
arima_mod_aics[params] = arima_mod.aic
except:
pass
Run Code Online (Sandbox Code Playgroud)
我收到了这样的信息:
/usr/local/lib/python2.7/dist-packages/statsmodels-0.6.1-py2.7-linux-x86_64.egg/statsmodels/base/model.py:466: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
"Check mle_retvals", ConvergenceWarning)
Run Code Online (Sandbox Code Playgroud)
我想忽略这个警告,我该怎么办?有什么建议吗?
提前致谢.