如何在Python中省略自相关绘图时的0滞后? (StatsModels)
我正在尝试处理Python中的自相关,并正在使用StatsModels的Plot_acf和PACF。 我想绘制看起来像StatsModels的数字的数字。所以我别无选择,只能使用这个库。
剪切追逐,我的数据中没有显着的相关性,因此我想忽略始终具有最大相关性的零滞后。最好从滞后= 1或2绘制数字。有什么办法可以做到这一点吗?
在这里,它们是我的代码,我一直在尝试找出清晰的解决方案...请帮助我!
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
register_matplotlib_converters
from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
# PNA
# read data
df_pna = pd.read_csv('pna_data.txt', index_col=0, header=None, delim_whitespace=True, skiprows=[0,1,2,75,76,77,78,79])
df_pna.rename(columns = {1:'Jan', 2:'Feb', 3:'Mar', 4:'Apr', 5:'May', 6:'Jun', 7:'Jul', 8:'Aug', 9:'Sep', 10:'Oct', 11:'Nov', 12:'Dec'}, inplace = True)
# autocorrelation
empty_pna = []
for k in range(len(df_pna.columns)):
empty_pna.append(df_pna.iloc[:,k].to_list())
months_pna = []
for i in empty_pna:
for j in i:
months_pna.append(j)
# plot
# satsmodels
plt.close()
fig = plt.figure(figsize=(7,8))
ax1 = fig.add_subplot(2, 1, 1)
ax2 = fig.add_subplot(2, 1, 2)
plot_acf(months_pna, lags=20, ax=ax1)
ax1.set_title('PNA AC with lags 20', fontsize=10)
plot_pacf(months_pna, lags=20, method='ywm', ax=ax2)
ax2.set_title('PNA PAC with lags 20', fontsize=10)
plt.show()
plt.close()
I'm trying to dealing with autocorrelation in python, and been using plot_acf and pacf from statsmodels.
I want to plot figures looking like statsmodels' figures. So I have no choice but using this library.
Cut to the chase, there is no that significant correlation in my data so I'd like to omit zero lag which always has maximum correlation. It would be better to plot figures from lags=1 or 2. Is there any way to do this?
Under here, they are my codes I've been trying to find out the clear solution... Please help me!
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
register_matplotlib_converters
from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
# PNA
# read data
df_pna = pd.read_csv('pna_data.txt', index_col=0, header=None, delim_whitespace=True, skiprows=[0,1,2,75,76,77,78,79])
df_pna.rename(columns = {1:'Jan', 2:'Feb', 3:'Mar', 4:'Apr', 5:'May', 6:'Jun', 7:'Jul', 8:'Aug', 9:'Sep', 10:'Oct', 11:'Nov', 12:'Dec'}, inplace = True)
# autocorrelation
empty_pna = []
for k in range(len(df_pna.columns)):
empty_pna.append(df_pna.iloc[:,k].to_list())
months_pna = []
for i in empty_pna:
for j in i:
months_pna.append(j)
# plot
# satsmodels
plt.close()
fig = plt.figure(figsize=(7,8))
ax1 = fig.add_subplot(2, 1, 1)
ax2 = fig.add_subplot(2, 1, 2)
plot_acf(months_pna, lags=20, ax=ax1)
ax1.set_title('PNA AC with lags 20', fontsize=10)
plot_pacf(months_pna, lags=20, method='ywm', ax=ax2)
ax2.set_title('PNA PAC with lags 20', fontsize=10)
plt.show()
plt.close()
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通过
Zero = false
省略滞后零:Pass
zero=False
to omit lag zero: