How do I implement ARIMA in Python?

How do I implement ARIMA in Python?

To implement ARIMA in Python, you can use the statsmodels library. Would you like a step-by-step guide?

Yes, please provide the steps.

First, install the library using pip install statsmodels. Then, import the necessary modules and load your time series data.

What are the next steps after loading the data?

Next, you need to check for stationarity and possibly difference the data. After that, you can fit the ARIMA model using the ARIMA class.

How do I check for stationarity?

You can use the Augmented Dickey-Fuller test from statsmodels to check for stationarity. Would you like an example?