Tag: TSA

Advanced Time Series Plots in Python

POST OUTLINE 1. Motivation 2. Get Data 3. Default Plot with Recession Shading 4. Add Chart Titles, Axis Labels, Fancy Legend, Horizontal Line 5. Format X and Y Axis Tick Labels 6. Change Font and Add Data Markers 7. Add Annotations 8. Add Logo/Watermarks MOTIVATION Since I started this blog a few years ago, one of my obsessions is creating good looking, informative plots/charts. I've spent an inordinate amount of time learning how to do this and it is still a work in a progress. Howe

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Time Series Analysis (TSA) in Python - Linear Models to GARCH

If you’re interested in automating your strategy or process using AWS Cloud click here. Post Outline * Motivation * The Basics * Stationarity * Serial Correlation (Autocorrelation) * Why do we care about Serial Correlation? * White Noise and Random Walks * Linear Models * Log-Linear Models * Autoregressive Models - AR(p) * Moving Average Models - MA(q) * Autoregressive Moving Average Models - ARMA(p, q) * Autoregressive Integrated Moving Average Models -

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