为什么我在进行预测时从 ARIMA 模型获得几乎相同的结果?



我一直在更改AR和MA系数,但仍然相同。所以这是我的代码:

model = ARIMA(df, order =(4,0,4))
results_ARIMA = model.fit(disp=0)
print(results_ARIMA.summary())
n = 520
result = results_ARIMA.forecast(steps=n+1)[0]
result.head()
array([ 41.95623053,  41.98185411,  41.89815634,  41.94481325,
41.87636322,  41.89761647,  41.82752735,  41.87473589,
41.80196085,  41.82483214,  41.76732314,  41.80917335,
41.73434308,  41.76354033,  41.71405822,  41.74715261,
41.67522211,  41.71211599,  41.66466619,  41.68942922,
41.62553526,  41.66771581,  41.61747084,  41.63769232,
41.58473465,  41.6272783 ,  41.57252176,  41.59344323,
41.55081621,  41.58859627,  41.53118001,  41.55706031,
41.52102605,  41.55097806,  41.49517932,  41.52744945,
41.49288592,  41.51522557,  41.46560754,  41.50239611,
41.46506061,  41.48297757,  41.44226148,  41.47941698,
41.43768935,  41.45574504,  41.42363582,  41.45670059,
41.41206449,  41.43408257,  41.40750963,  41.43371217,
41.38983724,  41.41725247,  41.39183213,  41.41121285,
41.37212952,  41.40349845,  41.37549464,  41.39071864,
41.35894938,  41.39076871,  41.35865194,  41.37367136,
41.34914894,  41.37753874,  41.34247627,  41.36070523,
41.34090922,  41.36336173,  41.32848649,  41.35132692,
…

模型取历史数据的平均值并预测未来。 如果你绘制数据,你会得到右线。 当您的历史数据没有很强的季节性时,就会发生这种情况,因此模型会取以前值的平均值并预测未来的数据点。(简而言之,模型很难在没有强烈季节性的情况下进行准确的预测( 希望回答你的问题。

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