Sometimes you want to store your model output in a dataframe, for example when running grouped regressions so you’ll have multiple regression outputs to review and sort etc.
But while using pmdarima’s auto_arima() function I was surprised to learn there’s no summary2() as you’ll find in statsmodels. Instead you’ll get that same retro block of text which has been familiar to users of Python scikit-learn and R’s glm() for two decades:
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To be sure, you can extract some of this data with the .tables property list. For example, .tables[1] returns
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which looks great! and you can send this into a pd.DataFrame() and get a dataframe
(albeit one with non-string column names so you can’t reference the columns in slicing).
but…
those individual cell values in the table are of type statsmodels.iolib.table.Cell
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which cannot be coerced to anything nor assigned to a new dataframe in a series nor really used for anything at all.
Fortunately the “Cell” object has a .data property which can be used to extract the individual items.
TLDR: to save you the same headache, here’s a function to extract cell values from Summary() objects in pmdarima auto_arima:
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Have a nice day.