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verticapy.machine_learning.model_selection.hp_tuning.plot_acf_pacf#

verticapy.machine_learning.model_selection.hp_tuning.plot_acf_pacf(vdf: vDataFrame, column: str, ts: str, by: str | list[str] | None = None, p: int | list = 15, show: bool = True, **style_kwargs) TableSample#

Draws the ACF and PACF Charts.

Parameters#

vdf: vDataFrame

Input vDataFrame.

column: str

Response column.

ts: str

vDataColumn used as timeline to order the data. It can be a numerical or date-like type (date, datetime, timestamp…) vDataColumn.

by: list, optional

vDataColumns used in the partition.

p: int | list, optional

Integer equal to the maximum number of lags to consider during the computation or a list of the different lags to include during the computation. p must be positive or a list of positive integers.

show: bool, optional

If set to True, the Plotting object is returned.

**style_kwargs

Any optional parameter to pass to the Plotting functions.

Returns#

TableSample

acf, pacf, confidence

Examples#

We import verticapy:

import verticapy as vp

Hint

By assigning an alias to verticapy, we mitigate the risk of code collisions with other libraries. This precaution is necessary because verticapy uses commonly known function names like “average” and “median”, which can potentially lead to naming conflicts. The use of an alias ensures that the functions from verticapy are used as intended without interfering with functions from other libraries.

For this example, we will use the Amazon dataset.

import verticapy.datasets as vpd

amazon = vpd.load_amazon()
📅
date
Date
Abc
state
Varchar(32)
123
number
Integer
11998-01-01ACRE0
21998-01-01ALAGOAS0
31998-01-01AMAPÁ0
41998-01-01AMAZONAS0
51998-01-01BAHIA0
61998-01-01CEARÁ0
71998-01-01DISTRITO FEDERAL0
81998-01-01ESPÍRITO SANTO0
91998-01-01GOIÁS0
101998-01-01MARANHÃO0
111998-01-01MATO GROSSO0
121998-01-01MATO GROSSO DO SUL0
131998-01-01MINAS GERAIS0
141998-01-01PARANÁ0
151998-01-01PARAÍBA0
161998-01-01PARÁ0
171998-01-01PERNAMBUCO0
181998-01-01PIAUÍ0
191998-01-01RIO DE JANEIRO0
201998-01-01RIO GRANDE DO NORTE0
211998-01-01RIO GRANDE DO SUL0
221998-01-01RONDÔNIA0
231998-01-01RORAIMA0
241998-01-01SANTA CATARINA0
251998-01-01SERGIPE0
261998-01-01SÃO PAULO0
271998-01-01TOCANTINS0
281998-02-01ACRE0
291998-02-01ALAGOAS0
301998-02-01AMAPÁ0
311998-02-01AMAZONAS0
321998-02-01BAHIA0
331998-02-01CEARÁ0
341998-02-01DISTRITO FEDERAL0
351998-02-01ESPÍRITO SANTO0
361998-02-01GOIÁS0
371998-02-01MARANHÃO0
381998-02-01MATO GROSSO0
391998-02-01MATO GROSSO DO SUL0
401998-02-01MINAS GERAIS0
411998-02-01PARANÁ0
421998-02-01PARAÍBA0
431998-02-01PARÁ0
441998-02-01PERNAMBUCO0
451998-02-01PIAUÍ0
461998-02-01RIO DE JANEIRO0
471998-02-01RIO GRANDE DO NORTE0
481998-02-01RIO GRANDE DO SUL0
491998-02-01RONDÔNIA0
501998-02-01RORAIMA0
511998-02-01SANTA CATARINA0
521998-02-01SERGIPE0
531998-02-01SÃO PAULO0
541998-02-01TOCANTINS0
551998-03-01ACRE0
561998-03-01ALAGOAS0
571998-03-01AMAPÁ0
581998-03-01AMAZONAS0
591998-03-01BAHIA0
601998-03-01CEARÁ0
611998-03-01DISTRITO FEDERAL0
621998-03-01ESPÍRITO SANTO0
631998-03-01GOIÁS0
641998-03-01MARANHÃO0
651998-03-01MATO GROSSO0
661998-03-01MATO GROSSO DO SUL0
671998-03-01MINAS GERAIS0
681998-03-01PARANÁ0
691998-03-01PARAÍBA0
701998-03-01PARÁ0
711998-03-01PERNAMBUCO0
721998-03-01PIAUÍ0
731998-03-01RIO DE JANEIRO0
741998-03-01RIO GRANDE DO NORTE0
751998-03-01RIO GRANDE DO SUL0
761998-03-01RONDÔNIA0
771998-03-01RORAIMA0
781998-03-01SANTA CATARINA0
791998-03-01SERGIPE0
801998-03-01SÃO PAULO0
811998-03-01TOCANTINS0
821998-04-01ACRE0
831998-04-01ALAGOAS0
841998-04-01AMAPÁ0
851998-04-01AMAZONAS0
861998-04-01BAHIA0
871998-04-01CEARÁ0
881998-04-01DISTRITO FEDERAL0
891998-04-01ESPÍRITO SANTO0
901998-04-01GOIÁS0
911998-04-01MARANHÃO0
921998-04-01MATO GROSSO0
931998-04-01MATO GROSSO DO SUL0
941998-04-01MINAS GERAIS0
951998-04-01PARANÁ0
961998-04-01PARAÍBA0
971998-04-01PARÁ0
981998-04-01PERNAMBUCO0
991998-04-01PIAUÍ0
1001998-04-01RIO DE JANEIRO0
Rows: 1-100 | Columns: 3

Note

VerticaPy offers a wide range of sample datasets that are ideal for training and testing purposes. You can explore the full list of available datasets in the Datasets, which provides detailed information on each dataset and how to use them effectively. These datasets are invaluable resources for honing your data analysis and machine learning skills within the VerticaPy environment.

Let’s select only one state to get a refined plot.

amazon = amazon[amazon["state"] == "ACRE"]

We can have a look at the time-series plot using the vDataFrame.plot():

amazon["number"].plot(ts = "date")

Now we can plot the ACF and PACF plots together:

from verticapy.machine_learning.model_selection import plot_acf_pacf

plot_acf_pacf(
    amazon,
    column = "number",
    ts = "date",
    p = 40,
)
acf
pacf
confidence
01.01.00.1267795309147783
10.4956792887341580.4956792887341580.155151538705701
2-0.00902491738328761-0.3415215874470860.1671963954865323
3-0.1394474068519020.04856076825454380.16777918642512535
4-0.159024465260942-0.1396520840760080.17002131965100242
5-0.162108279852924-0.06440758434678550.17078344960052913
6-0.163813499381328-0.1124559514997650.17236347056339854
7-0.163181448364772-0.1035817559847840.17375997964460396
8-0.160277838551237-0.1240719670939910.17559961328561075
9-0.141430259231878-0.1115731329323770.1771584660187362
10-0.02702935807165820.01577335839590320.1775683591823975
110.3624894726136690.424796112722240.194292298973478
120.7616920911242740.5787228930434170.22192638408213544
130.376751291771019-0.371200258214240.23270890340132178
14-0.03383098684483870.1737624844776210.23542537798173727
15-0.143226889918242-0.1278164009110050.23713473329393076
16-0.1600502898288990.03214057411414650.2377406931331342
17-0.162685637693094-0.05193619585815860.2384713493358544
18-0.164133347280837-0.01012254251359620.23901772010284472
19-0.164349761269233-0.0358382999094680.2396539247266604
20-0.162199819237328-0.02549866277145970.2402479321856056
21-0.144610982270813-0.03382039385563020.24088201802830564
22-0.02637061301038190.02545025231946010.24148389480300914
230.3967989549494230.3718512354200110.25199741876215975
240.7809281604489290.2197771150274040.25597677160283533
250.36100402688506-0.1719463867614640.2586343799736745
26-0.05738610089600890.05623067540738740.2594606669387884
27-0.152954415331713-0.04372776448857060.26020507213758454
28-0.1612244955954040.009935560983963340.2608278334856459
29-0.163416632062352-0.02066184137342890.2614779824787076
30-0.165039473595857-0.004855735695690750.26210443485045803
31-0.165166417431331-0.0162161699711850.2627522222205266
32-0.163084947808881-0.004549745441298650.26338758326190487
33-0.147449429124974-0.03062777588610390.26409234538178394
34-0.0505904416909773-0.04169772436203440.26485873151048966
350.293491135087829-0.07382735732871640.26589338723570816
360.6479296564738520.0863301808248580.2670760843095934
370.295423355893792-0.07967820223320480.26818690615294377
38-0.06073196459402860.07412513625901460.26924351205813934
39-0.154665135387648-0.09541420905318710.2705628403827728
40-0.163256344948950.05080332300307440.2714254162225946
Rows: 1-41 | Columns: 4

See also

acf() : ACF plot from a vDataFrame.
pacf() : PACF plot from a vDataFrame.