File: graphics_tsa_plot_pacf.py

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# -*- coding: utf-8 -*-
'''
    Load Sunspots Data and plot the partial autocorrelation of the number of
    sunspots per year.
'''

import matplotlib.pyplot as plt
import pandas as pd

import statsmodels.api as sm

dta = sm.datasets.sunspots.load_pandas().data
dta.index = pd.Index(sm.tsa.datetools.dates_from_range('1700', '2008'))
del dta["YEAR"]
sm.graphics.tsa.plot_pacf(dta.values.squeeze(), lags=40, method="ywm")
plt.show()