tsplot.py

import pandas as pd
import matplotlib.pyplot as plt
import warnings
warnings.filterwarnings("ignore")

# adapted from https://www.kaggle.com/kashnitsky/topic-9-part-1-time-series-analysis-in-python?scriptVersionId=50985180&cellId=80
def tsplot(y, lags=None, figsize=(12, 7)):
    """
        Plot time series, its ACF and PACF, calculate Dickey–Fuller test
        
        y - timeseries
        lags - how many lags to include in ACF, PACF calculation
    """
    if not isinstance(y, pd.Series):
        y = pd.Series(y)
           
    fig = plt.figure(figsize=figsize)
    layout = (2, 2)
    ts_ax = plt.subplot2grid(layout, (0, 0), colspan=2)
    acf_ax = plt.subplot2grid(layout, (1, 0))
    pacf_ax = plt.subplot2grid(layout, (1, 1))

    y.plot(ax=ts_ax)
    p_value = sm.tsa.stattools.adfuller(y)[1]
    ts_ax.set_title('Time Series Analysis Plots\n Dickey-Fuller: p={0:.5f}'.format(p_value))
    smt.graphics.plot_acf(y, lags=lags, ax=acf_ax)
    smt.graphics.plot_pacf(y, lags=lags, ax=pacf_ax)
    plt.tight_layout()
    
tsplot(ts_sun)