I want to know the orders (p,d,q) for ARIMA model, so I've got to use

the problem is where although I set seasonal=False but it gives me SARIMAX (which stands for Seasonal Autoregressive Independent Moving Average) but I don't want to consider seasonal component, so I set seasonal=False! seems that pmdarima doesn't pay attention to seasonal=False!

can someone help me to figure out what is the problem?

Expected result:

for False Result: SARIMAX result comes from pmdarima version 1.8.3
for True Result: ARIMA result comes from pmdarima version 1.1.0

CodePudding user response：

It's not really using a seasonal model. It's just a confusing message.

In the pmdarima library, in version v1.5.1 they changed the statistical model in use from ARIMA to a more flexible and less buggy model called SARIMAX. (It stands for Seasonal Autoregressive Integrated Moving Average Exogenous.)

Despite the name, you can use it in a non-seasonal way by setting the seasonal terms to zero.

You can double-check whether the model is seasonal or not by using the following code:

model = auto_arima(...)
print(model.seasonal_order)

If it shows as (0, 0, 0, 0), then no seasonality adjustment will be done.