Why statsmodels seasonal_decompose gives residuals as a scatterplot?
def plot_decomposition(series):
result = seasonal_decompose(series, model='multiplicative', period=30)
print(result.trend)
print(result.seasonal)
print(result.resid)
print(result.observed)
figure = result.plot()
figure.set_size_inches(14, 6)
plt.savefig(save_path + 'FB_dec.svg')
figure.suptitle("Decomposition of Microsoft corporations's adjusted close", y=0.99, x=0.52)
plt.show()
df = pd.read_csv('MSFT.csv', header=0, index_col=0, parse_dates=True)
series = df['Adj Close']
plot_decomposition(series)
from pandas_datareader import data as pdr
current_date=datetime.datetime.now()
start_date=datetime.datetime(current_date.year,1,1)
df = pdr.get_data_yahoo("MSFT",start_date,current_date).reset_index()
decomposition=sm.tsa.seasonal_decompose(x=df['High'],model='additive', extrapolate_trend='freq', period=30)
decomposition.plot()
plt.show()
decomposition_trend=decomposition.trend
ax= decomposition_trend.plot(figsize=(14,2))
ax.set_xlabel('Date')
ax.set_ylabel('Trend of time series')
ax.set_title('Trend values of the time series')
plt.show()
decomposition_residual=decomposition.resid
ax= decomposition_residual.plot(figsize=(14,2))
ax.set_xlabel('Date')
ax.set_ylabel('Residual of time series')
ax.set_title('Residual values of the time series')
plt.show()