New answers tagged

2

For ARIMA(2,1,4) you would need to use the ARIMA model, as described here. You would call with something like this ARIMA(endog, order = (2, 1, 4)) where endog is your endogenous variable and the tuple given for order follows the convention AR, Differencing, MA. For ARMA(1, 1) you could just use ARMA(endog, order = (1, 1)).


0

Look at matplotlib.finance It downloads data from yahoo finance as well but it is much quicker than the package that you are mentioning. Regarding the reliability, I think that the data source is quite reliable.



Top 50 recent answers are included