相关疑难解决方法(0)

我正在计算股票收益的自相关函数.为此,我测试了两个函数,autocorrPandas内置的函数,以及由... acf提供的函数statsmodels.tsa.这在以下MWE中完成:

import pandas as pd
from pandas_datareader import data
import matplotlib.pyplot as plt
import datetime
from dateutil.relativedelta import relativedelta
from statsmodels.tsa.stattools import acf, pacf

ticker = 'AAPL'
time_ago = datetime.datetime.today().date() - relativedelta(months = 6)

ticker_data = data.get_data_yahoo(ticker, time_ago)['Adj Close'].pct_change().dropna()
ticker_data_len = len(ticker_data)

ticker_data_acf_1 =  acf(ticker_data)[1:32]
ticker_data_acf_2 = [ticker_data.autocorr(i) for i in range(1,32)]

test_df = pd.DataFrame([ticker_data_acf_1, ticker_data_acf_2]).T
test_df.columns = ['Pandas Autocorr', 'Statsmodels Autocorr']
test_df.index += 1
test_df.plot(kind='bar')

我注意到他们预测的价值不相同:

是什么导致了这种差异,应该使用哪些值？