FutureWarning：statsmodels.tsa.arima_model.ARMA 和 statsmodels.tsa.arima_model.ARIMA 已被弃用

Question

使用 ARMA 拟合模型时：

 from statsmodels.tsa.arima_model import ARMA

我在控制台中收到警告：

 C:\Users\lfc\anaconda3\lib\site-packages\statsmodels\tsa\arima_model.py:472: FutureWarning:
statsmodels.tsa.arima_model.ARMA and statsmodels.tsa.arima_model.ARIMA have been deprecated in favor of statsmodels.tsa.arima.model.ARIMA (note the . between arima and model) and statsmodels.tsa.SARIMAX. These will be removed after the 0.12 release.

statsmodels.tsa.arima.model.ARIMA makes use of the statespace framework and
is both well tested and maintained.

To silence this warning and continue using ARMA and ARIMA until they are
removed, use:

import warnings
warnings.filterwarnings('ignore', 'statsmodels.tsa.arima_model.ARMA',
                        FutureWarning)
warnings.filterwarnings('ignore', 'statsmodels.tsa.arima_model.ARIMA',
                        FutureWarning)

warnings.warn(ARIMA_DEPRECATION_WARN, FutureWarning)

如何丢弃警告？

原文由 Light 发布，翻译遵循 CC BY-SA 4.0 许可协议

Answer 1

此警告是由于 ARIMA 包“statsmodels\tsa\arima_model”的贬值而出现的。

相反，使用以下命令导入 statsmodel：

 import statsmodels.api as sm

并将 ARIMA 模型拟合为：

 model = sm.tsa.arima.ARIMA(train_data, order=(1,1,2))
result = model.fit()

原文由 VIKRAM NAYYAR 发布，翻译遵循 CC BY-SA 4.0 许可协议