Order of earthquakes
In this exercise you will use the ACF and PACF plots to decide on the most appropriate order to forecast the earthquakes time series.
| AR(p) | MA(q) | ARMA(p,q) | |
|---|---|---|---|
| ACF | Tails off | Cuts off after lag q | Tails off |
| PACF | Cuts off after lag p | Tails off | Tails off |
The earthquakes time series earthquake, the plot_acf(), and plot_pacf() functions, and the ARIMA model class are available in your environment.
Deze oefening maakt deel uit van de cursus
ARIMA Models in Python
Praktische interactieve oefening
Probeer deze oefening eens door deze voorbeeldcode in te vullen.
# Create figure
fig, (ax1, ax2) = plt.subplots(2,1, figsize=(12,8))
# Plot ACF and PACF
____(____, ____=____, ____=____, ax=ax1)
____(____, ____=____, ____=____, ax=ax2)
# Show plot
plt.show()