I am working on a time series whose values are strictly positive. However, in some cases when the values are near zero, the forecast also takes negative values.
Is there a way to tell to the Python statsmodel package to stay positive?
Example of the code I am using now:
mod = sm.tsa.statespace.SARIMAX(y, order = pdq, seasonal_order = seasonal_pdq, enforce_stationarity=False, enforce_invertibility=False) results = mod.fit()