acf_plot

acf_plot(ts: TSDataset, n_segments: int = 10, lags: int = 21, partial: bool = False, columns_num: int = 2, segments: Optional[List[str]] = None, figsize: Tuple[int, int] = (10, 5))

Autocorrelation and partial autocorrelation plot for multiple timeseries.

Notes

Definition of autocorrelation.

Definition of partial autocorrelation.

• If partial=False function works with NaNs at any place of the time-series.

• if partial=True function works only with NaNs at the edges of the time-series and fails if there are NaNs inside it.

Parameters

• ts (TSDataset) – TSDataset with timeseries data

• n_segments (int) – number of random segments to plot

• lags (int) – number of timeseries shifts for cross-correlation

• partial (bool) – plot autocorrelation or partial autocorrelation

• columns_num (int) – number of columns in subplots

• segments (Optional[List[str]]) – segments to plot

• figsize (Tuple[int, int]) – size of the figure per subplot with one segment in inches

Raises

ValueError: – If partial=True and there is a NaN in the middle of the time series