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PACF for Airline Passengers dataset: What's wrong?
The airline passengers dataset is available here, but it also comes with in R.
I'm working with python, and I import the following (besides the usual like pandas and numpy.)
from statsmodels.tsa.statt …
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PACF for Airline Passengers dataset: What's wrong?
So, it happens that tsaplots.plot_pacf already computes the pacf. So, what I was running was the pacf of the pacf values...
Instead, I should have simply run tsaplots.plot_pacf on the original data.
H …