In [174]: from statsmodels. tsa. arima_model import ARIMA for param in pdq: ARIMA_model = ARIMA(train[ ' Rose' ]. values, order=param) . fit() print ( 'ARIMA{} - AIC: {}'. format (param, ARIMA_model. aic) ) ARIMA_AIC = ARIMA_AIC. append ({'param' : param, 'AIC': ARIMA_model.aic}, ignore_index=True) NotImplementedError Traceback (most recent call last) ~\\AppData\\Local\\Temp/ipykernel_27308/614484191. py in 1 from statsmodels. tsa . arima_model import ARIMA 2 for param in pdq: - - --> ARIMA_model = ARIMA(train[ 'Rose' ] . values, order=param) . fit() print ( 'ARIMA{} - AIC: {}' . format (param, ARIMA_model. aic) ) ARIMA_AIC = ARIMA_AIC. append ({'param' :param, 'AIC': ARIMA_model. aic}, ignore_index=True) ~\\anaconda3\\lib\\site-packages\\statsmodels\\tsa\\arima_model. py in _init_(self, *args, **kwargs) 43 44 def _init_(self, *args, **kwargs) : - - -> 45 super () ._init_(*args, **kwargs) 46 47 ~\\anaconda3\\lib\\site-packages\\statsmodels\\tsa\\arima_model. py in _init_(self, *args, **kwargs) 27 28 def _init_(self, *args, **kwargs): - --> 29 raise Not ImplementedError (ARIMA_DEPRECATION_ERROR) 30 31 Not ImplementedError : statsmodels. tsa. arima_model. ARMA and statsmodels. tsa. arima_model. ARIMA have been removed in favor of statsmodels. tsa. arima. model. ARIMA (note the . between arima and model) and statsmodels. tsa. SARIMAX. statsmodels. tsa. arima. model. ARIMA makes use of the statespace framework and is both well tested and maintained. It also offers alternative specialized parameter estimators