

def __init__(self, endog, order, exog=None, dates=None, freq=None, missing='none'):
    (p, d, q) = order
    if (d > 2):
        raise ValueError('d > 2 is not supported')
    super(ARIMA, self).__init__(endog, (p, q), exog, dates, freq, missing)
    self.k_diff = d
    self._first_unintegrate = unintegrate_levels(self.endog[:d], d)
    self.endog = np.diff(self.endog, n=d)
    _check_estimable(len(self.endog), (p + q))
    if (exog is not None):
        self.exog = self.exog[d:]
    if (d == 1):
        self.data.ynames = ('D.' + self.endog_names)
    else:
        self.data.ynames = ('D{0:d}.'.format(d) + self.endog_names)

dataset/ETHPy150Open statsmodels/statsmodels/statsmodels/tsa/arima_model.py ARIMA.__init__/original