Is ARIMA(0,1,0)x(0,0,0) a valid grid search combination using Sarimax in Python? I've built a few ARIMA models in python and have noticed that this combination is not found in the grid search so it leaves me wondering if this a valid combination. Obviously, I'm not an expert but was looking for some additional information.
Asked
Active
Viewed 97 times
1
-
Welcome to the site! I think you need to provide more context for your question for people to give you more constructive help. – André.B May 13 '19 at 23:36
-
1ARIMA (0,1,0) is a random walk. See this question – Stephen G May 14 '19 at 01:24
1 Answers
0
Indeed it is, in particular if you force a non-seasonal model. Python: auto_arima predicts constant value gives an example where auto_arima() chooses an ARIMA(0,1,0) random walk.
Stephan Kolassa
- 123,354