Advait Kulkarni
Advait Kulkarni

Reputation: 139

What does this statsmodels output mean?

I'm trying to forecast a univariate time series variable with exogenous factors using statsmodels SARIMAX. I'm trying to analysis the time series with the seasonal_decompose function and this is the output I'm getting:

enter image description here

What does it mean when the seasonal output is just this big block?

Edit

Decomposition for 1 month enter image description here

Upvotes: 1

Views: 81

Answers (1)

ipj
ipj

Reputation: 3598

Looks like seasonal component has relatively high frequency, for example weekly or day of week, so it's not a block but very frequent line chart with points between -0.05 and 0.05.

Try to plot for example only one month of data to look more closely.

UPDATE:

As You can see on the second chart of June there are 4 peaks, which suggest seasonality is per day of week. You can judge if this make sense if You have domain knowledge about data.

Upvotes: 3

Related Questions