On 2019-12-05 03:28, lampahome wrote:
I tried to plot graph about a time-series with library statsmodel.
I decide to plot autocorrelation function, but I don't know the blue
section in the example graph mean...
Can anyone tell me?
The plot_acf example link:
https://www.statsmodels.org/dev/generated/statsmodels.graphics.tsaplots.plot_acf.html#statsmodels.graphics.tsaplots.plot_acf
The graph in example:
https://www.statsmodels.org/dev/plots/graphics_tsa_plot_acf.png
I think that's the confidence interval.
Here's another example that shows the same kind of thing:
https://machinelearningmastery.com/gentle-introduction-autocorrelation-partial-autocorrelation/
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