\n", + " | Price | \n", + "
---|---|
Month | \n", + "\n", + " |
May 2025 | \n", + "3.12 | \n", + "
Apr 2025 | \n", + "3.42 | \n", + "
Mar 2025 | \n", + "4.12 | \n", + "
Feb 2025 | \n", + "4.19 | \n", + "
Jan 2025 | \n", + "4.13 | \n", + "
\n", + " | Price | \n", + "
---|---|
count | \n", + "341.000000 | \n", + "
mean | \n", + "4.117742 | \n", + "
std | \n", + "2.132883 | \n", + "
min | \n", + "1.490000 | \n", + "
25% | \n", + "2.580000 | \n", + "
50% | \n", + "3.430000 | \n", + "
75% | \n", + "5.230000 | \n", + "
max | \n", + "13.420000 | \n", + "
\n", + " | Price | \n", + "Price_diff | \n", + "
---|---|---|
Month | \n", + "\n", + " | \n", + " |
1997-01-01 | \n", + "3.45 | \n", + "1.30 | \n", + "
1997-02-01 | \n", + "2.15 | \n", + "0.26 | \n", + "
1997-03-01 | \n", + "1.89 | \n", + "-0.14 | \n", + "
1997-04-01 | \n", + "2.03 | \n", + "-0.22 | \n", + "
1997-05-01 | \n", + "2.25 | \n", + "0.05 | \n", + "
... | \n", + "... | \n", + "... | \n", + "
2024-12-01 | \n", + "3.01 | \n", + "-1.12 | \n", + "
2025-01-01 | \n", + "4.13 | \n", + "-0.06 | \n", + "
2025-02-01 | \n", + "4.19 | \n", + "0.07 | \n", + "
2025-03-01 | \n", + "4.12 | \n", + "0.70 | \n", + "
2025-04-01 | \n", + "3.42 | \n", + "0.30 | \n", + "
340 rows × 2 columns
\n", + "\n", + " | Price | \n", + "
---|---|
Month | \n", + "\n", + " |
2023-04-01 | \n", + "2.16 | \n", + "
2023-05-01 | \n", + "2.15 | \n", + "
2023-06-01 | \n", + "2.18 | \n", + "
2023-07-01 | \n", + "2.55 | \n", + "
2023-08-01 | \n", + "2.58 | \n", + "
ARIMA(2,1,3)(0,0,0)[0] interceptIn a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
ARIMA(2,1,3)(0,0,0)[0] intercept
Dep. Variable: | y | No. Observations: | 315 | \n", + "
---|---|---|---|
Model: | SARIMAX(2, 1, 3) | Log Likelihood | -361.428 | \n", + "
Date: | Tue, 01 Jul 2025 | AIC | 736.856 | \n", + "
Time: | 22:10:51 | BIC | 763.102 | \n", + "
Sample: | 01-01-1997 | HQIC | 747.343 | \n", + "
- 03-01-2023 | \n", + " | ||
Covariance Type: | opg | \n", + " |
coef | std err | z | P>|z| | [0.025 | 0.975] | \n", + "|
---|---|---|---|---|---|---|
intercept | -0.0089 | 0.099 | -0.089 | 0.929 | -0.204 | 0.186 | \n", + "
ar.L1 | -0.1858 | 0.025 | -7.447 | 0.000 | -0.235 | -0.137 | \n", + "
ar.L2 | -0.9739 | 0.025 | -38.301 | 0.000 | -1.024 | -0.924 | \n", + "
ma.L1 | 0.1531 | 0.045 | 3.393 | 0.001 | 0.065 | 0.242 | \n", + "
ma.L2 | 0.9707 | 0.034 | 28.857 | 0.000 | 0.905 | 1.037 | \n", + "
ma.L3 | 0.0222 | 0.037 | 0.603 | 0.547 | -0.050 | 0.094 | \n", + "
sigma2 | 0.5828 | 0.027 | 21.265 | 0.000 | 0.529 | 0.636 | \n", + "
Ljung-Box (L1) (Q): | 0.00 | Jarque-Bera (JB): | 508.45 | \n", + "
---|---|---|---|
Prob(Q): | 0.99 | Prob(JB): | 0.00 | \n", + "
Heteroskedasticity (H): | 0.73 | Skew: | -0.51 | \n", + "
Prob(H) (two-sided): | 0.11 | Kurtosis: | 9.15 | \n", + "
Dep. Variable: | Price | No. Observations: | 315 | \n", + "
---|---|---|---|
Model: | ARIMA(2, 1, 3) | Log Likelihood | -361.432 | \n", + "
Date: | Tue, 01 Jul 2025 | AIC | 734.865 | \n", + "
Time: | 22:11:06 | BIC | 757.361 | \n", + "
Sample: | 01-01-1997 | HQIC | 743.854 | \n", + "
- 03-01-2023 | \n", + " | ||
Covariance Type: | opg | \n", + " |
coef | std err | z | P>|z| | [0.025 | 0.975] | \n", + "|
---|---|---|---|---|---|---|
ar.L1 | -0.1857 | 0.025 | -7.547 | 0.000 | -0.234 | -0.137 | \n", + "
ar.L2 | -0.9738 | 0.025 | -38.471 | 0.000 | -1.023 | -0.924 | \n", + "
ma.L1 | 0.1529 | 0.045 | 3.408 | 0.001 | 0.065 | 0.241 | \n", + "
ma.L2 | 0.9710 | 0.033 | 29.374 | 0.000 | 0.906 | 1.036 | \n", + "
ma.L3 | 0.0221 | 0.036 | 0.620 | 0.535 | -0.048 | 0.092 | \n", + "
sigma2 | 0.5828 | 0.027 | 21.474 | 0.000 | 0.530 | 0.636 | \n", + "
Ljung-Box (L1) (Q): | 0.00 | Jarque-Bera (JB): | 508.01 | \n", + "
---|---|---|---|
Prob(Q): | 0.99 | Prob(JB): | 0.00 | \n", + "
Heteroskedasticity (H): | 0.73 | Skew: | -0.51 | \n", + "
Prob(H) (two-sided): | 0.11 | Kurtosis: | 9.15 | \n", + "
Dep. Variable: | Price | No. Observations: | 315 | \n", + "
---|---|---|---|
Model: | ARIMA(5, 1, 9) | Log Likelihood | -352.183 | \n", + "
Date: | Tue, 01 Jul 2025 | AIC | 734.366 | \n", + "
Time: | 22:11:21 | BIC | 790.607 | \n", + "
Sample: | 01-01-1997 | HQIC | 756.839 | \n", + "
- 03-01-2023 | \n", + " | ||
Covariance Type: | opg | \n", + " |
coef | std err | z | P>|z| | [0.025 | 0.975] | \n", + "|
---|---|---|---|---|---|---|
ar.L1 | 0.1345 | 1.593 | 0.084 | 0.933 | -2.989 | 3.258 | \n", + "
ar.L2 | -0.1473 | 0.518 | -0.284 | 0.776 | -1.163 | 0.868 | \n", + "
ar.L3 | 0.1049 | 0.403 | 0.261 | 0.794 | -0.684 | 0.894 | \n", + "
ar.L4 | 0.6902 | 0.129 | 5.347 | 0.000 | 0.437 | 0.943 | \n", + "
ar.L5 | -0.3420 | 1.194 | -0.286 | 0.775 | -2.683 | 1.999 | \n", + "
ma.L1 | -0.1747 | 1.593 | -0.110 | 0.913 | -3.297 | 2.947 | \n", + "
ma.L2 | 0.1443 | 0.457 | 0.315 | 0.752 | -0.752 | 1.041 | \n", + "
ma.L3 | -0.0987 | 0.374 | -0.264 | 0.792 | -0.832 | 0.634 | \n", + "
ma.L4 | -0.7008 | 0.137 | -5.102 | 0.000 | -0.970 | -0.432 | \n", + "
ma.L5 | 0.1996 | 1.199 | 0.166 | 0.868 | -2.150 | 2.550 | \n", + "
ma.L6 | -0.0030 | 0.279 | -0.011 | 0.991 | -0.549 | 0.543 | \n", + "
ma.L7 | -0.1204 | 0.140 | -0.859 | 0.390 | -0.395 | 0.154 | \n", + "
ma.L8 | -0.0148 | 0.241 | -0.062 | 0.951 | -0.488 | 0.458 | \n", + "
ma.L9 | -0.0200 | 0.137 | -0.146 | 0.884 | -0.288 | 0.248 | \n", + "
sigma2 | 0.5478 | 0.030 | 18.469 | 0.000 | 0.490 | 0.606 | \n", + "
Ljung-Box (L1) (Q): | 0.01 | Jarque-Bera (JB): | 384.87 | \n", + "
---|---|---|---|
Prob(Q): | 0.94 | Prob(JB): | 0.00 | \n", + "
Heteroskedasticity (H): | 0.72 | Skew: | 0.02 | \n", + "
Prob(H) (two-sided): | 0.09 | Kurtosis: | 8.42 | \n", + "