When I ran your code using the same dataset, python raised a ValueError: “the computed initial AR…
Robert Andrew Martin

Thanks, Robert. I changed the parameters to order=(1, 0, 3) which means it is no longer differencing to induce stationarity. The code should work after that and the results appear similar, but I have not evaluated them.

I ended up using SARIMAX in my latest model to add seasonality and the parameters order=(1,1,3) works fine there. You can see that in the GitHub repo here. I am not sure why the ARIMA model is throwing that error, but it is saying that with the differencing the data is no longer stationary.