#!/usr/bin/env python # coding: utf-8 # In[1]: get_ipython().run_line_magic('matplotlib', 'inline') import numpy as np import statsmodels.api as sm # In[13]: from pandas.io.data import DataReader lgdp = np.log(DataReader('GDPC1', 'fred', start='1984-01', end='2005-01')) # In[60]: mod = sm.tsa.SARIMAX(lgdp, order=(2,1,0), seasonal_order=(3,1,0,3)) res = mod.fit() print res.summary() fig = res.plot_diagnostics(figsize=(11,6)) fig.tight_layout()