Problem with plotting - what is rolling_window?

Generic
1

Hi team,

 

I need some assistance with Time series algo…

How do you use the rolling_window paramater line 115?



Thanks a lot by advance for assisting me.



Thank you,

Thibault

2

Hi Thibault, 



You have to define the rolling_window first. For example, 

rolling_window = 50

Here, 50 is the length of the rolling window. 



This parameter is used within the rolling() method and the correct way to use it is how you’ve done in line 156: 

data_Avax['predicted_price'] = data_Avax['AdjClose'].rolling(rolling_window).apply(predict_price_ARIMA)

You can check the documentation of the rolling() method here. 

However, in line 121 where the partial autocorrelation function is plotted, rolling_window is the number of data points that will be considered from the ‘Adj Close’ column. Ideally, rolling_window is used in conjunction with the rolling() method. In any way, rolling_window has to be defined. 

Hope this helps!

Thanks,
Bhavika 
3

thank you Bhavika !