我正在使用Statsmodels实现时间序列的季节性ARIMA预测。这是我的代码:
import statsmodels.api as sm
from statsmodels.tsa.x13 import x13_arima_select_order, _find_x12
import pandas
import scipy
import numpy
import imp
data_source = imp.load_source('data_source', '/mypath/')
def main():
data=data_source.getdata()
res = x13_arima_select_order(data)
print (res.order, res.sorder)
main()
运行代码时，出现此异常:
X13NotFoundError(“x12a和x13as在路径上找不到。
statsmodels.tools.sm_exceptions.X13NotFoundError:在路径上找不到x12a和x13。提供路径，将其放在PATH上，或设置X12PATH或X13PATH环境变量。
最佳答案
通过查看source code for statsmodels.tsa.x13，您需要在系统上安装x12a或x13as二进制应用程序。
除此之外，必须在用户的PATH环境变量中设置这些二进制文件所在的文件夹的路径。
您没有提到要运行的操作系统，因此该页面的左侧带有指向特定于操作系统的下载页面的链接，以帮助您安装所需的软件。
https://www.census.gov/srd/www/x13as/
这是指向我正在引用的源的链接，以弄清您的环境中缺少什么:
http://statsmodels.sourceforge.net/devel/_modules/statsmodels/tsa/x13.html
def x13_arima_analysis(endog, maxorder=(2, 1), maxdiff=(2, 1), diff=None,
exog=None, log=None, outlier=True, trading=False,
forecast_years=None, retspec=False,
speconly=False, start=None, freq=None,
print_stdout=False, x12path=None, prefer_x13=True):
...
x12path = _check_x12(x12path)
if not isinstance(endog, (pd.DataFrame, pd.Series)):
if start is None or freq is None:
raise ValueError("start and freq cannot be none if endog is not "
"a pandas object")
endog = pd.Series(endog, index=pd.DatetimeIndex(start=start,
periods=len(endog),
freq=freq))
...
def _check_x12(x12path=None):
x12path = _find_x12(x12path)
if not x12path:
raise X13NotFoundError("x12a and x13as not found on path. Give the "
"path, put them on PATH, or set the "
"X12PATH or X13PATH environmental variable.")
return x12path
...
def _find_x12(x12path=None, prefer_x13=True):
"""
If x12path is not given, then either x13as[.exe] or x12a[.exe] must
be found on the PATH. Otherwise, the environmental variable X12PATH or
X13PATH must be defined. If prefer_x13 is True, only X13PATH is searched
for. If it is false, only X12PATH is searched for.
"""
关于python - ARIMA季节预测(使用Python : x12a and x13as not found on path)，我们在Stack Overflow上找到一个类似的问题：https://stackoverflow.com/questions/32053770/