auto.arima() equivalent for python

Question

I am trying to predict weekly sales using ARMA ARIMA models. I could not find a function for tuning the order(p,d,q) in statsmodels. Currentl

Answer 1

actually

def objfunc(order,*params ):    
    from statsmodels.tsa.arima_model import ARIMA   
    p,d,q = order   
    fit = ARIMA(endog, order, exog).fit()  
    return fit.aic()    
from scipy.optimize import brute
grid = (slice(1, 3, 1), slice(1, 3, 1), slice(1, 3, 1))
brute(objfunc, grid, args=params, finish=None)