[PYTHON] Time series analysis related memo

from statsmodels.tsa.stattools import acf,acovf,ccf , ccovf

・ Acf: autocorrelation function Autocorrelation function ・ Acovf: autocovariance function Autocovariance function ・ Ccf: cross-correlation function Cross-correlation function ・ Ccovf: cross-covariance function Mutual covariance function

from scipy import signal
x, y = signal.periodogram(taiyo["sunspot"])

・ Periodogram

AIC=n*np.log(2*np.pi*RSS/n)+2*(1+1)+n

RSS: Residual sum of squares https://www.iwanttobeacat.com/entry/2018/02/24/123626

from scipy.stats import boxcox,shapiro
p_ = []
for i in np.arange(-1, 1, 0.1):
    henkan = boxcox(taiyo["sunspot"]+1, lmbda=i)
    W, p=shapiro(henkan)
    p_.append(W)

・ How to get normality

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