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0. Preparation

%matplotlib inline

#Load packages
import numpy as np
import pandas as pd
import os
import pickle
import datetime
from scipy import stats
from statsmodels.tsa.stattools import pacf
import matplotlib.pyplot as plt
import matplotlib.dates as mdates
import pylab
#Import time series
data = pd.read_pickle('FS2019.pkl')

#Import long time series
data_long = pd.read_pickle('FS2019_long.pkl')
# Create x-axis timelines
# Period 1995-2009
time = np.arange(0, len(data), 1)
# Period 1995-2018
time2 = np.arange(0, len(data_long), 1)
# Period 1995-2022 (length: 336)
length = 336
time3 = np.arange(0, length, 1)

1. Statistical modelling of past observations