from statsmodels.tsa.stattools import acf,acovf,ccf , ccovf
・ Acf: autocorrelation function Autocorrelation function ・ Acovf: autocovariance function Autocovariance function ・ Ccf: cross-correlation function Cross-correlation function ・ Ccovf: cross-covariance function Mutual covariance function
from scipy import signal
x, y = signal.periodogram(taiyo["sunspot"])
・ Periodogram
AIC=n*np.log(2*np.pi*RSS/n)+2*(1+1)+n
RSS: Residual sum of squares https://www.iwanttobeacat.com/entry/2018/02/24/123626
from scipy.stats import boxcox,shapiro
p_ = []
for i in np.arange(-1, 1, 0.1):
henkan = boxcox(taiyo["sunspot"]+1, lmbda=i)
W, p=shapiro(henkan)
p_.append(W)
・ How to get normality
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