Time Series Prediction Interval - Stock Price Predictions Animation Code

7_sd_vs_se.py

import pandas as pd
import numpy as np
import seaborn as sb
import matplotlib.pyplot as plt
from matplotlib import rcParams
from cycler import cycler 


import matplotlib.pyplot as plt
import numpy as np
import scipy.stats as stats
import math

rcParams['figure.figsize'] = 17,8
rcParams['lines.linewidth'] = 2.5

plt.tick_params(axis='x', which='both', bottom=False, labelbottom=False)
plt.tick_params(axis='y', which='both', left=False, labelleft=False) 
sb.despine(right = True, top = True, bottom = True, left = True)

mu = -6
sigma = 1
x = np.linspace(mu - 3*sigma, mu + 3*sigma, 100)
plt.plot(x, stats.norm.pdf(x, mu, sigma), color = '#000080')

mu = 0
sigma = 1
x = np.linspace(mu - 3*sigma, mu + 3*sigma, 100)
plt.plot(x, stats.norm.pdf(x, mu, sigma), color = '#000080')

mu = 6
sigma = 1
x = np.linspace(mu - 3*sigma, mu + 3*sigma, 100)
plt.plot(x, stats.norm.pdf(x, mu, sigma), color = '#000080')

plt.arrow(0, 0.5, -9, 0, head_width = 0.05, head_length = 0, color = 'green')
plt.arrow(0, 0.5, 9, 0, head_width = 0.05, head_length = 0, color = 'green')

plt.arrow(-6, -0.1, -3, 0, head_width = 0.05, head_length = 0, color = 'orange')
plt.arrow(-6, -0.1, 3, 0, head_width = 0.05, head_length = 0, color = 'orange')

plt.arrow(0, -0.1, -3, 0, head_width = 0.05, head_length = 0, color = 'orange')
plt.arrow(0, -0.1, 3, 0, head_width = 0.05, head_length = 0, color = 'orange')

plt.arrow(6, -0.1, -3, 0, head_width = 0.05, head_length = 0, color = 'orange')
plt.arrow(6, -0.1, 3, 0, head_width = 0.05, head_length = 0, color = 'orange')

plt.text(0, 0.48, 'STANDARD ERROR - ACROSS THE SAMPLES')
plt.text(0, -0.09, 'STANDARD DEVIATION - SAMPLE 1')
plt.text(-6, -0.09, 'STANDARD DEVIATION - SAMPLE 2')
plt.text(6, -0.09, 'STANDARD DEVIATION - SAMPLE 3')