Technical requirements

You can download the Jupyter Notebooks to follow along and the necessary datasets for this chapter from this book's GitHub repository:

• Jupyter Notebooks: https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook./blob/main/code/Ch11/Chapter%2011.ipynb
• Datasets: https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook./tree/main/datasets/Ch11

There are common libraries that you will be using throughout the recipes in this chapter. You can import them in advance by using the following code:

import pandas as pd

import numpy as np

import matplotlib.pyplot as plt

from statsmodels.graphics.tsaplots import plot_acf, plot_pacf

from statsmodels.tsa.statespace.tools import diff

from pathlib import Path

import warnings

warnings.filterwarnings('ignore')

plt.rc("figure", figsize=(16, 5))