How to train ARIMA model on multiple similar time series?

I am having 'business potential' values of 4000 cities (having generic names to ensure anonymity) for 72 months. The data for an individual city is just 72 months so I clustered the entire dataset with KMedoids so that the cities are clustered into localities having similar time series patterns.

Now I would like to train a single ARIMA model on all cities of a cluster and forecast next 15 months for all the cities in that cluster. How do I implement this in python?

Topic forecasting arima time-series predictive-modeling

Category Data Science

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