创建Arima模型 - 在订单参数上获取错误

Question

我正在尝试创建一个Arima模型。到今天为止，这一直对我有用。但是，我现在就模型中的顺序参数获得了typeError。

我还升级了我的statsmodels版本，但仍然没有更改。有人会有任何建议吗？

import pandas as pd
import matplotlib.pyplot as plt
from statsmodels.tsa.stattools import adfuller
from pmdarima import auto_arima
from statsmodels.tsa.arima.model import ARIMA


df = pd.read_csv('Aryzta AG - Historic Closing Price.csv', index_col='Date', parse_dates=True)
df = df.dropna()
print('Shape of data', df.shape)
df.head()
print(df.head())

df['Close'].plot(figsize=(12, 5))
plt.title('Aryzta AG Closing Share Price 2012 - 2022')
plt.ylabel('Close Price')
plt.show()


def adf_test(dataset):
    dftest = adfuller(dataset, autolag='AIC')
    print("1. ADF : ", dftest[0])
    print("2. P-Value : ", dftest[1])
    print("3. Num Of Lags : ", dftest[2])
    print("4. Num Of Observations Used For ADF Regression:", dftest[3])
    print("5. Critical Values :")
    for key, val in dftest[4].items():
        print("\t", key, ": ", val)
    if dftest[0] < dftest[4]["5%"]:
        print("Reject Ho - Time Series is Stationary")
    else:
        print("Failed to Reject Ho - Time Series is Non-Stationary")


adf_test(df['Close'])

stepwise_fit = auto_arima(df['Close'], trace=True, suppress_warnings=True)

print(df.shape)
train = df.iloc[:-500]
test = df.iloc[-500:]
print(train.shape, test.shape)

model = ARIMA(train, order=(1, 1, 1))
model_fit = model.fit()
model_fit.summary()