Tuesday, August 6, 2024

Low, Strong, No Autocorrelation graphs

 Below code snippet can give idea on the data

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from statsmodels.graphics.tsaplots import plot_acf
from pandas.plotting import autocorrelation_plot


# Generate white noise data
np.random.seed(42)
data_low_corr = np.random.randn(500)
df_low_corr = pd.DataFrame(data_low_corr, columns=['value'])

# Plot autocorrelation
plot_acf(df_low_corr)
plt.show()

autocorrelation_plot(df_low_corr)
plt.show()

pd.plotting.lag_plot(df_low_corr, lag = 1)
plot_acf(df_low_corr, alpha = 0.05)




Now below gives snippet for no correlation 

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from statsmodels.graphics.tsaplots import plot_acf


# Generate random data
np.random.seed(42)
data_no_corr = np.random.uniform(size=100)
df_no_corr = pd.DataFrame(data_no_corr, columns=['value'])

# Plot autocorrelation
# plot_acf(df_no_corr)
# plt.show()

from pandas.plotting import autocorrelation_plot
autocorrelation_plot(df_no_corr)
plt.show()


pd.plotting.lag_plot(df_no_corr, lag = 1)
plot_acf(df_no_corr, alpha = 0.05)



The plots look like the below 



Below is with High correlation 

nt_array = pd.array([1, 2, 3, 4, 5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25], dtype='int')
print(int_array)
print()
df_no_corr = pd.DataFrame(int_array, columns=['value'])

# Plot autocorrelation
# plot_acf(df_no_corr)
# plt.show()

from pandas.plotting import autocorrelation_plot
autocorrelation_plot(df_no_corr)
plt.show()



pd.plotting.lag_plot(df_no_corr, lag = 1)
plot_acf(df_no_corr, alpha = .05)













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