PACF and ACF only with part of the data

Installations & Python Packages
1

Course Name: Financial Time Series Analysis for Trading, Section No: 18, Unit No: 9, Unit type: Notebook

Hello,

In this notebook when we're plotting PACF and ACF to choose the best parameters for AR and MA, why do we plot PACF and ACF only with 70% of the data? In the previous sections we use the whole dataset to find best paramater. For example: Section 14 unit 3:

https://i.imgur.com/r6Rt0Ck.png

Is there any reason for this?

2

Look:

3

Hello Daniel,



Thank you for pointing this out. The notebook in section 14 has been updated.

4

Thanks!

5

Hello,



In the notebook Section 18, Unit 11 it's the same mistake. Please update it too, thanks!

6

Hello Daniel,



In this notebook, as before we are plotting the PACF and ACF on 70% of the data only. 



Thanks.