ACF & PACF Code Example : Time Series Talk

ritvikmath
ritvikmath
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Published 2020-03-20
All Comments (21)
  • @JawadLion
    You are ridiculously helpful and so underrated.
  • @shrutipandey8696
    Thank you so much for uploading these lectures, I didn't understand time series this clearly up until now
  • @NFZ602
    Thank you for posting such practical videos and examples. Appreciate you!!!
  • @alithmajok
    Very significant to my thesis thanks for your presentation.
  • @user-mw7uj8rj1c
    HI recently I started my study about time series and I did not find any material where multiple kinds of ACF and PACF have been discussed. I found it very difficult to corelated my ACF and PACF plot but after reading and watching things from multiple places, I am able to figure out about my plot. I request you to bring more example so that people can corelate there problem because the way you explained the plot is very easy.
  • @acb_gamez
    Worth noting that pandas as a diff() function to simplify making a difference column. To replace what was done in the notebook: df["FirstDifference"] = df.Close.diff(periods=1). This will leave you with the first row containing Nan values, so either call dropna() or fillna(0.0) on the output.
  • @bjoernaagaard
    Do you know how one would remove multiple seasonalities in Python? For, say, electricity consumption. Thanks!
  • @BBB_025
    You mention tools other than ACF and PACF to better define the order of the model(s). These other tools were not covered in previous videos correct?
  • @hosseinmortazavi5547
    @ritvikmath thanks for great movie it clearify the previous video alot. I am wondering as the Ice Cream Dataset is not stationary why in the video you did not statinarize it first like the stock price dataset first?
  • @nagusameta366
    I got one line each for the PACF and ACF who are above the error bands, while the other ones are literally drowning in the blue area, is that good enough to do AR(1) and MA(1)? It's a dataset which have dates for project implementation through the months of a year, where some are just 0 meaning there was no project in that month