Machine Learning With Go

Analyzing the ACF and choosing an AR order

Now that we have a stationary series that fits within the assumptions of our model, let's revisit our ACF and PACF plots to see what has changed. We can utilize the same code that we used to plot the ACF and PACF previously, but this time we will use our transformed series.

Here are the resulting ACF plot:

Here are the resulting PACF plot:

The first thing we notice is that the ACF plot no longer has a slow decay from 1.0 as the lags get larger and larger. The ACF plot decays and fluctuates around ...