Advanced Data Analytics Using Python_ With Machine Learning, Deep Learning and NLP Examples ( 2023)

Chapter 6
Time Series
Figure 6-2 shows a sample autocorrelation distribution.
Figure 6-2. Sample autocorrelations
Time-Series Analysis with Python
A complement to SciPy for statistical computations including descriptive
statistics and estimation of statistical models is provided by Statsmodels,
which is a Python package. Besides the early models, linear regression,
robust linear models, generalized linear models, and models for discrete
data, the latest release of scikits.statsmodels includes some basic tools and
models for time-series analysis, such as descriptive statistics, statistical
tests, and several linear model classes. The linear model classes include
autoregressive (AR), autoregressive moving-average (ARMA), and vector
autoregressive models (VAR).
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