Non Invertible Of A ARIMA Model
I am trying to write a code to generate a series of arima model and compare different models.The code is as follow. p=0 q=0 d=0 pdq=[] aic=[] for p in range(6): for d in range
Solution 1:
Use try: ... except: ...
to catch the exception and continue
for p in range(6):
for d in range(2):
for q in range(4):
try:
arima_mod=sm.tsa.ARIMA(df,(p,d,q)).fit(transparams=True)
x=arima_mod.aic
x1= p,d,q
print (x1,x)
aic.append(x)
pdq.append(x1)
except:
pass
# ignore the error and go on
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