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
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)
我想忽略这个警告,我该怎么办?有什么建议吗?
提前致谢.
请参阅statsmodels sourceforge中的此示例,尤其如此In [17]:
.
import warnings with warnings.catch_warnings(): warnings.filterwarnings("ignore") # Line that is not converging likev = mdf.profile_re(0, dist_low=0.1, dist_high=0.1)