Pyramid is a no-nonsense statistical Python library with a solitary objective: bring R's
auto.arima
functionality to Python. Pyramid operates by wrapping
statsmodels.tsa.ARIMA
and
statsmodels.tsa.statespace.SARIMAX
into one estimator class and creating a more user-friendly estimator interface for programmers familiar with scikit-learn.
Pyramid is on pypi under the package name pyramid-arima
and can be downloaded via pip
:
$ pip install pyramid-arima
To ensure the package was built correctly, import the following module in python:
from pyramid.arima import auto_arima
All of your questions and more (including examples and guides) can be answered by the Pyramid documentation. If not, always feel free to file an issue.