In 

[ ]: import pandas as pd

import numpy as np

import matplotlib.pylab as plt

%matplotlib inline

In [ ]: from google.colab import files

uploaded = files.upload()

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Saving AirPassengers.csv to AirPassengers.csv

In [ ]: data = pd.read_csv('AirPassengers.csv')

data.head()

Out[ ]: Month #Passengers

0 1949-01 112

1 1949-02 118

2 1949-03 132

3 1949-04 129

4 1949-05 121

In [ ]: from datetime import datetime

con=data['Month']

data['Month']=pd.to_datetime(data['Month'])

data.set_index('Month', inplace=True)

#check datatype of index

data.index

DatetimeIndex(['1949-01-01', '1949-02-01', '1949-0

Out[ ]:
3-01', '1949-04-01',

'1949-05-01', '1949-06-01', '1949-0

7-01', '1949-08-01',

'1949-09-01', '1949-10-01',

...

'1960-03-01', '1960-04-01', '1960-0

5-01', '1960-06-01',

'1960-07-01', '1960-08-01', '1960-0

9-01', '1960-10-01',

'1960-11-01', '1960-12-01'],

dtype='datetime64[ns]', name='Mont
h', length=144, freq=None)

In [ ]: ts = data['#Passengers']

ts.head(10)

Month
Out[ ]:
1949-01-01 112

1949-02-01 118

1949-03-01 132

1949-04-01 129

1949-05-01 121

1949-06-01 135

1949-07-01 148

1949-08-01 148

1949-09-01 136

1949-10-01 119

Name: #Passengers, dtype: int64

In [ ]: plt.plot(ts)

[<matplotlib.lines.Line2D at 0x7ff7a315d110>]
Out[ ]:

In [ ]: rolmean = ts.rolling(13).mean()

rolstd = ts.rolling(13).std()

plt.plot(ts, color='blue',label='Original')

plt.plot(rolmean, color='red', label='Rolling Mean

plt.plot(rolstd, color='black', label = 'Rolling St
plt.legend(loc='best')

plt.title('Rolling Mean & Standard Deviation')

plt.show()

In [ ]: ts_log=np.log(ts)

plt.plot(ts_log)

[<matplotlib.lines.Line2D at 0x7ff7a2bb2490>]
Out[ ]:

In [ ]: # moving_avg= ts_log.rolling(13).mean()

# print(moving_avg.dtypes)

# plt.plot(ts_log,label='Original')

# plt.plot(moving_avg, color='red',label='Rolling M
# plt.legend()

float64

<matplotlib.legend.Legend at 0x7ff7a2b2c4d0>
Out[ ]:

In [ ]: # ts_log_moving_avg_diff=ts_log-moving_avg

# ts_log_moving_avg_diff.head(13)

Month
Out[ ]:
1949-01-01 NaN

1949-02-01 NaN

1949-03-01 NaN

1949-04-01 NaN

1949-05-01 NaN

1949-06-01 NaN

1949-07-01 NaN

1949-08-01 NaN

1949-09-01 NaN

1949-10-01 NaN

1949-11-01 NaN

1949-12-01 NaN

1950-01-01 NaN

Name: #Passengers, dtype: float64

In [ ]: # ts_log_moving_avg_diff.dropna(inplace=True)

# ts_log_moving_avg_diff.head(10)

# moving_avg= ts_log_moving_avg_diff.rolling(13).me

In [ ]: # plt.plot(ts_log_moving_avg_diff,label='Original')
# plt.plot(moving_avg,color='red',label='Rolling Me
# plt.legend()

In [ ]: ts_log_diff=ts_log-ts_log.shift()

plt.plot(ts_log_diff)

[<matplotlib.lines.Line2D at 0x7ff78e8a61d0>]
Out[ ]:

In [ ]: ts_log_diff.dropna(inplace=True)

moving_avg= ts_log_diff.rolling(13).mean()

plt.plot(ts_log_diff)

plt.plot(moving_avg,color='red',label='Rolling Mean
plt.legend()

<matplotlib.legend.Legend at 0x7ff78e95db90>
Out[ ]:

In [ ]: from statsmodels.tsa.arima_model import ARIMA

model=ARIMA(ts_log_diff,order=(2,1,2))

results_ARIMA=model.fit(disp=-1)

plt.plot(ts_log_diff,label='Original')

plt.plot(results_ARIMA.fittedvalues,color='red',lab
plt.legend()

/usr/local/lib/python3.7/dist-packages/statsmodel
s/tsa/base/tsa_model.py:165: ValueWarning: No freq
uency information was provided, so inferred freque
ncy MS will be used.

% freq, ValueWarning)

/usr/local/lib/python3.7/dist-packages/statsmodel
s/tsa/base/tsa_model.py:165: ValueWarning: No freq
uency information was provided, so inferred freque
ncy MS will be used.

% freq, ValueWarning)

/usr/local/lib/python3.7/dist-packages/statsmodel
s/base/model.py:492: HessianInversionWarning: Inve
rting hessian failed, no bse or cov_params availab
le

'available', HessianInversionWarning)

<matplotlib.legend.Legend at 0x7ff78e8eaf10>
Out[ ]:

In [ ]:

In [ ]: