[SciPy-user] ARIMA

[Pierre GM]

On Friday 04 May 2007 17:32:40 Brandon Nuttall wrote:
> Folks,
>
> Speaking of both Timeseries and Lookfor, is there an autoregressive
> integrated moving average implementation in SciPy/Python for fitting and
> projecting time series data?

Not yet. That's in the plans for our TimeSeries package. We already have basic 
fitting such as moving windows and centered windows, but not yet a full ARIMA 
model.
For fitting, you may wanna give a look to pyloess on the SVN server, that 
implements the loess/lowess/STL methods.