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Python Data Analysis by Ivan Idris

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Summary

In this chapter, the time series examples used annual sunspot cycles data.

You learned that it's common to try to derive a relationship between a value and another data point or combination of data points a fixed number of periods in the past, in the same time series.

A moving average specifies a window of previously seen data, which is averaged each time the window slides forward by one period. In the pandas API, the rolling_window() function provides the window functions functionality with different values of the win_type string parameter corresponding to different window functions.

Cointegration is similar to correlation and is a metric to define the relatedness of two time series. In regression setups, we frequently encounter the problem ...

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