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How get values from ACF function
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How get values from ACF function
#1
I have Plot ACF function and now , I want to get the value 0.8 , 0.6 and the value where the line cut in 0, How can do that?

I want return a vector with this 3 values like this (Z,P,Q)

Thanks!
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#2
Please post all code, output and errors (it it's entirety) between their respective tags. Refer to BBCode help topic on how to post. Use the "Preview Post" button to make sure the code is presented as you expect before hitting the "Post Reply/Thread" button.
If it ain't broke, I just haven't gotten to it yet.
OS: Windows 10, openSuse 42.3, freeBSD 11, Raspian "Stretch"
Python 3.6.5, IDE: PyCharm 2018 Community Edition
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#3
Este es un archivo temporal
"""
import pandas as pd
import matplotlib.pyplot as plt
from statsmodels.tsa.stattools import acf
def prueba (data):


data1['Time']=pd.to_datetime(data1['Time'])


mask1 = (data1['Time'] > '2003-6-01' ) & (data1['Time'] < '2015-6-03')

Data1 = data1.loc[mask1]
Data11 = Data1 ['Close']
print (Data1)

x = Data1['Time']
y = pd.to_numeric (Data11).values

plt.plot(x,y)
plt.xlabel('time')
plt.ylabel('cierre')
plt.show()

return y


if __name__ == "__main__":
data1 = pd.read_csv('C:/Users/Asus Pc/Desktop/TFG/series temporales ML/EURUSD_UTC_Hourly_Ask_2003.05.04_2015.06.03.csv', delimiter=',' ,header = 0)
y = prueba(data1)
#valor = autocorrelacion(y, 2)

autocorrelacion = acf(y,nlags=40)
plt.plot(autocorrelacion)

def vector_autocorrelacion (serie):

????

return (valor80, valor60, memoria)
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