Statsmodels: handle seasonality in ARMA models

[jseabold]

Would be nice to have a seasonal ARMA model.

[paragrastogi]

Hi jseabold,

I've implemented a SARIMA model in R using the forecast package from Rob Hyndman: Rob's website, package download, and GitHub repo.

I'm not good enough with Python to consider implementing this myself, but maybe this could be a good way to introduce this functionality in your code?

Thanks,

P

[jbrockmendel]

closed by sarimax?

[paragrastogi]

@jseabold @jbrockmendel - funnily enough, I had occasion to revisit the same script over the last couple of weeks. And yes, SARIMAX takes care of this!

[bashtage]

Closing since SARIMAX is available.