8.14 ARMA and ARIMA - AutoRegressive Integrated Moving Average - Part 1

• Import arima_model from statsmodels
• Use pmdarima to run crossvaliation

Delevop model using the following steps:

1. Run an augmented Dickey-Fuller test
2. Run autoarima to select the what model to use (i.e. order of each ARIMA terms)
3. Train the model
4. Call model.summary() to check for training summary
5. Forecast into the future
   1. Here recall that the model will predict well the mean but not the noise