statsmodel做时间序列分析,pacf结果不正确

[yxnwh]

编译环境:
python3.6.6 win64

statsmodels库文件:
statsmodels-0.9.0-cp36-cp36m-win_amd64

运行时总是提示:

.\python36\lib\site-packages\statsmodels\regression\linear_model.py:1283: RuntimeWarning: invalid value encountered in sqrt
  return rho, np.sqrt(sigmasq)

输出的pacf图形也与正确的相距甚远,代码如下,真确和错误的图如下

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from statsmodels.graphics.tsaplots import plot_acf,plot_pacf

dta=[10930,10318,10595,10972,7706,6756,9092,10551,9722,10913,11151,8186,6422,
6337,11649,11652,10310,12043,7937,6476,9662,9570,9981,9331,9449,6773,6304,9355,
10477,10148,10395,11261,8713,7299,10424,10795,11069,11602,11427,9095,7707,10767,
12136,12812,12006,12528,10329,7818,11719,11683,12603,11495,13670,11337,10232,
13261,13230,15535,16837,19598,14823,11622,19391,18177,19994,14723,15694,13248,
9543,12872,13101,15053,12619,13749,10228,9725,14729,12518,14564,15085,14722,
11999,9390,13481,14795,15845,15271,14686,11054,10395]
dta_list = np.arange(2001,2091)
data=pd.DataFrame(dta,index=dta_list)
plt.figure
data.plot()
plt.show()

D_data=data.diff(1).dropna()
D_data.plot()
plt.show()

plot_acf(D_data).show()
plot_pacf(D_data).show()

[蓝色_]

请问楼主怎么解决的。我也遇到了相同的问题。

[蓝色_]

兄弟我解决了，在函数plot_pacf中添加计算方法method='ywm'

[ZX1aoShua1]

请问一下 这个问题怎么解决的啊？？迫切知道呢