Is Temperature a Random Walk (with Drift)?

An ARMA model is a simplistic approach to forecasting climate changes, but it illustrates many of the topics covered in this class.

The DataFrame temp_NY contains the average annual temperature in Central Park, NY from 1870-2016 (the data was downloaded from the NOAA here). Plot the data and test whether it follows a random walk (with drift).

Diese Übung ist Teil des Kurses

Time Series Analysis in Python

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Anleitung zur Übung

Convert the index of years into a datetime object using pd.to_datetime(), and since the data is annual, pass the argument format='%Y'.
Plot the data using .plot()
Compute the p-value the Augmented Dickey Fuller test using the adfuller function.
Save the results of the ADF test in result, and print out the p-value in result[1].

Interaktive Übung

Versuche dich an dieser Übung, indem du diesen Beispielcode vervollständigst.

# Import the adfuller function from the statsmodels module
from statsmodels.tsa.stattools import adfuller

# Convert the index to a datetime object
temp_NY.index = pd.to_datetime(___.___, format=___)

# Plot average temperatures
temp_NY.___
plt.show()

# Compute and print ADF p-value
result = ___(temp_NY['TAVG'])
print("The p-value for the ADF test is ", result[1])

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