module 'statsmodels.tsa.api' has no attribute 'arima_model'

Question

I'm trying to use "statsmodels.api" to work with time series data and trying to fit a simple ARIMA model using

sm.tsa.arima_model.ARIMA(dta,(4,1,1)).fit()

but I got the following error

module 'statsmodels.tsa.api' has no attribute 'arima_model'

I'm using 'statsmodels' version 0.9.0 with 'spyder' version 3.2.8 I'd be pleased to get your help thanks

Answer 1

The correct path is :

import statsmodels.api as sm
sm.tsa.ARIMA()

You can view it using a shell that allows autocomplete like ipython.

It is also viewable in the example provided by statsmodels such as this one.

And more informations about package structure may be found here.