Forecasting Economic Time Series in Python using SARIMAX

In this tutorial we show how to forecast vehicle sales data into the future using the SARIMAX model from Python's Statsmodels package. We cover the following topics in this tutorial: 1) Imputing missing values in time series 2) Forecasting with multiple series i.e. exogenous regressors 3) Time series cross validation 4) Hyperparameter selection using randomized stochastic optimization algorithms Code and data can be found at my GitHub below: https://github.com/michaelgcortes/sar...

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