here is my auto correlation plot. Generated by the following python code.
from pandas.plotting import autocorrelation_plot from statsmodels.tsa.arima_model import ARIMA def display_corelation(series): autocorrelation_plot(series) plt.show()
I know i can pass 1 or 2 in p by looking into the plot for the ARIMA Model. My question is how i can generate the p value,
how to calculate the lag order from some series by pandas or any library instead of plotting currently at the moment ?
model = ARIMA(history, order=(1,1,0))