Error importing auto_arima from pyramid

Question

Trying to use pyramid's auto arima function and getting nowhere.

Importing the whole class:

import pyramid

stepwise_fit = auto_arima(df.Weighted_Price, start_p=0, start_q=0, max_p=10, max_q=10, m=1,

                      start_P=0, seasonal=True, trace=True,

                      error_action='ignore',  # don't want to know if an order does not work

                      suppress_warnings=True,  # don't want convergence warnings

                      stepwise=True)  # set to stepwise

I get error message:

NameError: name 'auto_arima' is not defined

Fine, then let's import that specific package from pyramid.

from pyramid.arima import auto_arima

--------------------------------------------------------------------------- RuntimeError Traceback (most recent call last) RuntimeError: module compiled against API version 0xb but this version of numpy is 0xa

--------------------------------------------------------------------------- ImportError Traceback (most recent call last) in () 1 #trying to import pyramid ----> 2 from pyramid.arima import auto_arima

/usr/local/lib/python2.7/site-packages/pyramid/arima/init.py in () 3 # Author: Taylor Smith 4 ----> 5 from .approx import * 6 from .arima import * 7 from .auto import *

/usr/local/lib/python2.7/site-packages/pyramid/arima/approx.py in () 16 # and since the platform might name the .so file something funky (like 17 # _arima.cpython-35m-darwin.so), import this absolutely and not relatively. ---> 18 from pyramid.arima._arima import C_Approx 19 20 all = [

ImportError: numpy.core.multiarray failed to import

After importing numpy, or even after just running the block again, I get this error message when running from pyramid.arima import auto_arima

--------------------------------------------------------------------------- ImportError Traceback (most recent call last) in () 1 #trying to import pyramid ----> 2 from pyramid import arima

/usr/local/lib/python2.7/site-packages/pyramid/arima/init.py in () 3 # Author: Taylor Smith 4 ----> 5 from .approx import * 6 from .arima import * 7 from .auto import *

/usr/local/lib/python2.7/site-packages/pyramid/arima/approx.py in () 16 # and since the platform might name the .so file something funky (like 17 # _arima.cpython-35m-darwin.so), import this absolutely and not relatively. ---> 18 from pyramid.arima._arima import C_Approx 19 20 all = [

ImportError: cannot import name C_Approx

Answer 1

Firstly, create a new environment in Anaconda and then run:

pip install pyramid-arima

Now, you can use the below line of code in your python code:

from pyramid.arima import auto_arima

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