import statsmodels.api as sm
y_hat_avg = test.copy()
fit1 = sm.tsa.statespace.SARIMAX(train.Netsales, order=(2, 1, 4),seasonal_order=(0,1,1,7)).fit()
y_hat_avg['SARIMA'] = fit1.predict(start="2017-12-06", end="2018-04-06", dynamic=True)
plt.figure(figsize=(16,8))
plt.plot( train['Netsales'], label='Train')
plt.plot(test['Netsales'], label='Test')
plt.plot(y_hat_avg['SARIMA'], label='SARIMA')
plt.legend(loc='best')
plt.show()
Getting this error when I use this code
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/base/tsa_model.py:225: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
' ignored when e.g. forecasting.', ValueWarning)
/anaconda3/lib/python3.6/site-packages/statsmodels/base/model.py:508: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
"Check mle_retvals", ConvergenceWarning)
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
TypeError: an integer is required
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
/anaconda3/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
2524 try:
-> 2525 return self._engine.get_loc(key)
2526 except KeyError:
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine._date_check_type()
KeyError: '2017-12-06'
During handling of the above exception, another exception occurred:
TypeError Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
TypeError: an integer is required
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
/anaconda3/lib/python3.6/site-packages/pandas/core/indexes/datetimes.py in get_loc(self, key, method, tolerance)
1434 try:
-> 1435 return Index.get_loc(self, key, method, tolerance)
1436 except (KeyError, ValueError, TypeError):
/anaconda3/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
2526 except KeyError:
-> 2527 return self._engine.get_loc(self._maybe_cast_indexer(key))
2528
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine._date_check_type()
KeyError: '2017-12-06'
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
KeyError: 1512518400000000000
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
/anaconda3/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
2524 try:
-> 2525 return self._engine.get_loc(key)
2526 except KeyError:
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
KeyError: Timestamp('2017-12-06 00:00:00')
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
KeyError: 1512518400000000000
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
/anaconda3/lib/python3.6/site-packages/pandas/core/indexes/datetimes.py in get_loc(self, key, method, tolerance)
1443 stamp = Timestamp(key, tz=self.tz)
-> 1444 return Index.get_loc(self, stamp, method, tolerance)
1445 except KeyError:
/anaconda3/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
2526 except KeyError:
-> 2527 return self._engine.get_loc(self._maybe_cast_indexer(key))
2528
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()
KeyError: Timestamp('2017-12-06 00:00:00')
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/base/tsa_model.py in _get_index_label_loc(self, key, base_index)
415 if not isinstance(key, (int, long, np.integer)):
--> 416 loc = self.data.row_labels.get_loc(key)
417 else:
/anaconda3/lib/python3.6/site-packages/pandas/core/indexes/datetimes.py in get_loc(self, key, method, tolerance)
1445 except KeyError:
-> 1446 raise KeyError(key)
1447 except ValueError as e:
KeyError: '2017-12-06'
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/base/tsa_model.py in _get_prediction_index(self, start, end, index, silent)
476 try:
--> 477 start, start_index, start_oos = self._get_index_label_loc(start)
478 except KeyError:
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/base/tsa_model.py in _get_index_label_loc(self, key, base_index)
422 except:
--> 423 raise e
424 return loc, index, index_was_expanded
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/base/tsa_model.py in _get_index_label_loc(self, key, base_index)
411 loc, index, index_was_expanded = (
--> 412 self._get_index_loc(key, base_index))
413 except KeyError as e:
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/base/tsa_model.py in _get_index_loc(self, key, base_index)
363 except (IndexError, ValueError) as e:
--> 364 raise KeyError(str(e))
365 loc = key
KeyError: "invalid literal for int() with base 10: '2017-12-06'"
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
<ipython-input-58-0249e7d3f9ee> in <module>()
3 y_hat_avg = test.copy()
4 fit1 = sm.tsa.statespace.SARIMAX(train.Netsales, order=(2, 1, 4),seasonal_order=(0,1,1,7)).fit()
----> 5 y_hat_avg['SARIMA'] = fit1.predict(start="2017-12-06", end="2018-04-06", dynamic=True)
6 plt.figure(figsize=(16,8))
7 plt.plot( train['Netsales'], label='Train')
/anaconda3/lib/python3.6/site-packages/statsmodels/base/wrapper.py in wrapper(self, *args, **kwargs)
93 obj = data.wrap_output(func(results, *args, **kwargs), how[0], how[1:])
94 elif how:
---> 95 obj = data.wrap_output(func(results, *args, **kwargs), how)
96 return obj
97
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/statespace/mlemodel.py in predict(self, start, end, dynamic, **kwargs)
2432 """
2433 # Perform the prediction
-> 2434 prediction_results = self.get_prediction(start, end, dynamic, **kwargs)
2435 return prediction_results.predicted_mean
2436
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/statespace/sarimax.py in get_prediction(self, start, end, dynamic, index, exog, **kwargs)
1924 # Handle start, end, dynamic
1925 _start, _end, _out_of_sample, prediction_index = (
-> 1926 self.model._get_prediction_index(start, end, index, silent=True))
1927
1928 # Handle exogenous parameters
/anaconda3/lib/python3.6/site-packages/statsmodels/tsa/base/tsa_model.py in _get_prediction_index(self, start, end, index, silent)
477 start, start_index, start_oos = self._get_index_label_loc(start)
478 except KeyError:
--> 479 raise KeyError('The `start` argument could not be matched to a'
480 ' location related to the index of the data.')
481 if end is None:
KeyError: 'The `start` argument could not be matched to a location related to the index of the data.'
This is the data I am trying to train the model with
<bound method NDFrame.head of SaleDate Netsales
SaleDate
2012-12-01 01-12-2012 83.60
2012-12-04 04-12-2012 -3515.00
2012-12-05 05-12-2012 26103.25
.
.
.
.
.
Can someone please help on how to fix it, tried changing the start and end parameters but doesn't work.
