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BuildArima: Consistency of output
Predictions coming from ARIMA include extra information compared to SARIMAX and VAR. Need to make it consistent.
https://github.com/AutoViML/Auto_TS/blob/develop/auto_ts/models/ar_based/arima.py#L191-L191
ARIMA Models
- [ ] Index value needs to be made consistent with the other statsmodels.
- [ ] Index is not named in ARIMA but named
<ts_column>name in SARIMAX and VAR. Need to make consistent.
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Predictions with ARIMA Model
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mean mean_se mean_ci_lower mean_ci_upper
Forecast_1 801.787 57.7527 688.593352 914.979860
Forecast_2 743.16 85.4145 575.751035 910.569856
Forecast_3 694.388 106.628 485.400142 903.375149
Forecast_4 684.729 108.306 472.452535 897.006104
Forecast_5 686.702 108.454 474.135844 899.268748
Forecast_6 692.134 108.468 479.541600 904.726446
Forecast_7 698.594 108.469 485.999430 911.189096
Forecast_8 705.36 108.469 492.765266 917.955429
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Predictions with SARIMAX Model
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Sales mean mean_se mean_ci_lower mean_ci_upper
2013-09-01 803.316737 57.933329 689.769498 916.863976
2013-10-01 762.460940 79.971766 605.719158 919.202722
2013-11-01 718.358193 96.253327 529.705138 907.011248
2013-12-01 711.421305 96.180308 522.911365 899.931245
2014-01-01 719.362546 98.272104 526.752761 911.972331
2014-02-01 732.709819 100.930940 534.888812 930.530825
2014-03-01 747.576454 102.978924 545.741472 949.411437
2014-04-01 762.473494 104.292923 558.063121 966.883867
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Predictions with VAR Model
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Sales mean mean_se mean_ci_lower mean_ci_upper
2013-09-01 741.377909 61.808346 620.235777 862.520040
2013-10-01 676.233419 90.153283 499.536231 852.930608
2013-11-01 615.538721 105.173723 409.402012 821.675430
2013-12-01 571.797729 111.305204 353.643538 789.951919
2014-01-01 546.952783 113.044924 325.388803 768.516763
2014-02-01 537.342231 113.342418 315.195173 759.489289
2014-03-01 537.474487 113.443588 315.129140 759.819834
2014-04-01 542.307393 113.595165 319.664960 764.949825
I will take care of it. This is just for tracking purposes.
Fixed