python实现-时间序列分析
import numpy as np
import pandas as pd
import datetime
import matplotlib.pyplot as plt
import statsmodels.api as sm
from dateutil.relativedelta import relativedelta
from statsmodels.tsa.seasonal import seasonal_decompose
#首先处理下数据
data=pd.read_excel("/Users/huangqiankun/Downloads/时时序数据.xlsx",index_col=0)
print(data.head(10))
data.index.name = None # 将index的name取消
data.reset_index(inplace=True)
data.drop(data.index[64], inplace=True)
start = datetime.datetime.strptime("2003-01", "%Y-%m") # 把一个时间字符串解析为时间元组
date_list = [start + relativedelta(months=x*3) for x in range(0, 64)] # 从2003-01-01开始逐月增加组成list
data['index'] = date_list
data.set_index(['index'], inplace=True)
print(data.head(10))
传统汽车销量 国内生产总值当季值(亿元)x1 ... 汽车整车股票指数 消费者信心指数
index ...
2003-01-01 102.1 29825.5