Autocorrelation and Partial Autocorrelation Plot

ACF_PACF.py

# Loading the packages
import pandas as pd
from statsmodels.graphics import tsaplots
plt.style.use('fivethirtyeight')

# Loading the dataset:
data = pd.read_csv('../AirPassengers.csv')
data = data.rename(columns = {'#Passengers':'Passengers'})
data = data.set_index('Month')

# Display the autocorrelation plot of your time series
fig = tsaplots.plot_acf(data, lags=24)
plt.show()

# Display the partial autocorrelation plot of your time series
fig = tsaplots.plot_pacf(data, lags=24)
plt.show()