为什么我的PMdarima只尝试PDQ值到5

Question

我是pmdarima的新手，我正在尝试使用pmdarima来找到最合适的模型。我已将最大p，d，q值设置为9(或其他更高的数字)。但是，我说它只能运行到5。有什么原因或者我必须改变我的模型中的参数。感谢！！

代码：

from pmdarima import auto_arima

auto_arima(training_data,start_p=0, max_p=9, start_d=0, max_d=9, start_q=0, max_q=9, seasonal=True, trace = True, stepwise=False).summary()

结果：

ARIMA(2,1,1)(0,0,0)[1] intercept : AIC=15730.844, Time=0.47 sec

ARIMA(2,1,2)(0,0,0)[1] intercept : AIC=15732.920, Time=0.42 sec

ARIMA(2,1,3)(0,0,0)[1] intercept : AIC=15727.096, Time=1.40 sec

ARIMA(3,1,0)(0,0,0)[1] intercept : AIC=15728.615, Time=0.16 sec

ARIMA(3,1,1)(0,0,0)[1] intercept : AIC=15730.312, Time=0.34 sec

ARIMA(3,1,2)(0,0,0)[1] intercept : AIC=15727.051, Time=1.02 sec

ARIMA(4,1,0)(0,0,0)[1] intercept : AIC=15729.898, Time=0.18 sec

ARIMA(4,1,1)(0,0,0)[1] intercept : AIC=15731.086, Time=0.55 sec

ARIMA(5,1,0)(0,0,0)[1] intercept : AIC=15730.233, Time=0.19 sec

Total fit time: 8.190 seconds

Answer 1

其中一个默认参数(我认为是max_order)控制订单的总和。尝试设置max_order=10或其他设置。