import Quandl
%matplotlib inline

data = Quandl.get('GOOG/HEL_SAMAS')

data.Close.plot()

import statsmodels.api as sm

sm.graphics.tsa.plot_pacf(data.Close.squeeze(), lags=5)

arma_mod42 = sm.tsa.ARMA(data.Close.squeeze(), (4,2)).fit()

print arma_mod42.params

arma_mod42.resid.plot()

pred=arma_mod42.predict()

pred.plot()

axis=data.Close.plot(figsize=(12, 8))
pred.plot(ax=axis, style='r--', label='predicted Close')
axis.axis(('2013-1-1', '2013-12-12', 25, 40))
axis.legend()