Questions tagged [pacf]
3 questions
2
votes
1 answer
ARIMA predictions look shifted by one unit of time
I am using statsmodels ARIMA (1,2,1) to predict the monthly demand for a product. The predictions look like they are shifted to the right by one month. I wonder if the statsmodels.ARIMA.Residuals.predict returns something different than the monthly…
Gloksinya
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- 1
1
vote
0 answers
Understanding plotted ACF on stationary time-series data
I made time-series data stationary and plotter ACF & PCF, while PCF looks fine, I do not know how to interpretate ACF, as it looks like this - I could not say it geometrical. For PACF - it is Significant till 1 lag
Zexxxx
- 33
- 4
0
votes
1 answer
PACF for Airline Passengers dataset: What's wrong?
The airline passengers dataset is available here, but it also comes with in R.
I'm working with python, and I import the following (besides the usual like pandas and numpy.)
from statsmodels.tsa.stattools import pacf,acf
from statsmodels.graphics…
An old man in the sea.
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