Strange pacf graph in statsmodels

37 views
Skip to first unread message

dm64...@gmail.com

unread,
Jul 2, 2018, 3:38:13 AM7/2/18
to pystatsmodels
Hope someone can help here....running the following code produces a rather weird pacf plot:


df = pd.read_stata('D://junk//var24.dta')
index=pd.date_range('2000-01-01' , '2010-12-31', freq='M')
df.index=index


fig = plt.figure(figsize=(12,8))
ax1 = fig.add_subplot(211)
fig = sm.graphics.tsa.plot_acf(df['reading'].values.squeeze(), lags=25, ax=ax1)
ax2 = fig.add_subplot(212)
fig = sm.graphics.tsa.plot_pacf(df['reading'],lags=25, ax=ax2)






The acf is fine but the pacf is definitely not !!   Data attached


many thanks


Dan



var24.dta
Auto Generated Inline Image 1
Reply all
Reply to author
Forward
0 new messages