Python Out Of Sample Forecasting Arima Predict()

Does statsmodels.api.tsa.ARIMA(mylist, (p,d,q)).fit().predict(start, end) only work for d=0?... myList is a list of 72 decimals all >0, p=2, d=1, q=1, start=72, end=12 and the m

Solution 1:

See the typ keyword of predict in the docstring. It determines whether you get predictions in terms of differences or levels. The default is 'linear' differences not levels. As an aside, your start should not be greater than your end. If this works, then this may NOT be giving you what you want and should probably be reported as a bug.