I am using python for a simple time-series analysis of calory intake. I am plotting the time series and the rolling mean/std over time. It looks like this:
Here is how I do it:
## packages & libraries
import pandas as pd
import numpy as np
import matplotlib.pylab as plt
from pandas import Series, DataFrame, Panel
## import data and set time series structure
data = pd.read_csv('time_series_calories.csv', parse_dates={'dates': ['year','month','day']}, index_col=0)
## check ts for stationarity
from statsmodels.tsa.stattools import adfuller
def test_stationarity(timeseries):
#Determing rolling statistics
rolmean = pd.rolling_mean(timeseries, window=14)
rolstd = pd.rolling_std(timeseries, window=14)
#Plot rolling statistics:
orig = plt.plot(timeseries, color='blue',label='Original')
mean = plt.plot(rolmean, color='red', label='Rolling Mean')
std = plt.plot(rolstd, color='black', label = 'Rolling Std')
plt.legend(loc='best')
plt.title('Rolling Mean & Standard Deviation')
plt.show()
The plot doesn't look good - since the rolling std distorts the scale of variation and the x-axis labelling is screwed up. I have two question: (1) How can I plot the rolling std on a secony y-axis? (2) How can I fix the x-axis overlapping labeling?
EDIT
With your help I managed to get the following:
But do I get the legend sorted out?