Aileen Neilsen did a 3 hr session discussing timeseries analysis SciPy 2016. Each chapter is a Python Notebook. The ARIMA model figures prominently in chapter 7 Forecasting. I find her session tremendously helpful when analyzing ts data especially her discussion of seasonality. Youtube walkthrough: https://www.youtube.com/watch?v=JNfxr4BQrLk Github data: https://github.com/AileenNielsen/TimeSeriesAnalysisWithPytho...