Python 的 ARIMA 季节性预测：在路径上找不到 x12a 和 x13as

Question

我正在使用 Statsmodels 来实现时间序列的季节性 ARIMA 预测。这是我的代码：

import statsmodels.api  as sm
from statsmodels.tsa.x13 import x13_arima_select_order, _find_x12
import pandas
import scipy
import numpy
import imp
data_source = imp.load_source('data_source', '/mypath/')
def main():
    data=data_source.getdata()
    res = x13_arima_select_order(data)
    print (res.order, res.sorder)

main()

当运行代码时，我得到这个异常：

X13NotFoundError("x12a and x13as not found on path. Give the " statsmodels.tools.sm_exceptions.X13NotFoundError: 在路径上找不到 x12a 和 x13as。给出路径，放在PATH中，或者设置X12PATH或X13PATH环境变量。

Answer 1

从 source code for statsmodels.tsa.x13 来看，您需要在系统上安装 x12a 或 x13as 二进制应用程序。除此之外，必须在用户的 PATH 环境变量中设置这些二进制文件所在文件夹的路径。您没有提及您使用的是什么操作系统运行，因此这里有一个页面，其中包含 link 到 OS 左侧的特定下载页面，可帮助您安装所需的软件。 https://www.census.gov/srd/www/x13as/

这是 link 我引用的来源，用于找出您的环境中缺少的内容： http://statsmodels.sourceforge.net/devel/_modules/statsmodels/tsa/x13.html

def x13_arima_analysis(endog, maxorder=(2, 1), maxdiff=(2, 1), diff=None,
                       exog=None, log=None, outlier=True, trading=False,
                       forecast_years=None, retspec=False,
                       speconly=False, start=None, freq=None,
                       print_stdout=False, x12path=None, prefer_x13=True):
...
    x12path = _check_x12(x12path)

    if not isinstance(endog, (pd.DataFrame, pd.Series)):
        if start is None or freq is None:
            raise ValueError("start and freq cannot be none if endog is not "
                             "a pandas object")
        endog = pd.Series(endog, index=pd.DatetimeIndex(start=start,
                                                        periods=len(endog),
                                                        freq=freq))

...

def _check_x12(x12path=None):
    x12path = _find_x12(x12path)
    if not x12path:
        raise X13NotFoundError("x12a and x13as not found on path. Give the "
                               "path, put them on PATH, or set the "
                               "X12PATH or X13PATH environmental variable.")
    return x12path

...

def _find_x12(x12path=None, prefer_x13=True):
    """
    If x12path is not given, then either x13as[.exe] or x12a[.exe] must
    be found on the PATH. Otherwise, the environmental variable X12PATH or
    X13PATH must be defined. If prefer_x13 is True, only X13PATH is searched
    for. If it is false, only X12PATH is searched for.
    """

Python 的 ARIMA 季节性预测：在路径上找不到 x12a 和 x13as

ARIMA seasonal prediction with Python: x12a and x13as not found on path

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