PACF function in statsmodels.tsa.stattools gives numbers greater than 1 when using ywunbiased? PACF function in statsmodels.tsa.stattools gives numbers greater than 1 when using ywunbiased? python-3.x python-3.x

PACF function in statsmodels.tsa.stattools gives numbers greater than 1 when using ywunbiased?


Your time series is pretty clearly not stationary, so that Yule-Walker assumptions are violated.

More generally, PACF is usually appropriate with stationary time series. You might difference your data first, before considering the partial autocorrelations.