Created
March 5, 2020 09:09
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Time Series plot
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auto_cor = sales.groupby("Date")["Weekly_Sales"].sum() | |
auto_cor = pd.DataFrame(auto_cor) | |
auto_cor.columns = ["y"] | |
# Adding the lag of the target variable from 1 steps back up to 52 (due to a seasonality at the end of the year) | |
for i in range(1, 53): | |
auto_cor["lag_{}".format(i)] = auto_cor.y.shift(i) | |
# Compute autocorrelation of the series and its lags | |
lag_corr = auto_cor.corr() | |
lag_corr = lag_corr.iloc[1:,0] | |
lag_corr.columns = ["corr"] | |
order = lag_corr.abs().sort_values(ascending = False) | |
lag_corr = lag_corr[order.index] | |
# Plot the Autocorrelation | |
plt.figure(figsize=(12, 6)) | |
lag_corr.plot(kind='bar') | |
plt.grid(True, axis='y') | |
plt.title("Autocorrelation") | |
plt.hlines(y=0, xmin=0, xmax=len(lag_corr), linestyles='dashed') |
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