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This repository was archived by the owner on Sep 3, 2022. It is now read-only.
The dataframes do not seem to be in date-sorted order, this is not a problem for the plotting of the time series, but the autocorrelation, etc. assumes they are sorted.
A work-around is to add a sort_index() to the first "Munge the data" code cell, e.g., to read:
closing_data = pd.DataFrame()
. . .
closing_data['aord_close'] = aord['Close']
# Put the closing_data in sorted order *** Needed for autocorrelation to work ***
closing_data = closing_data.sort_index()
# Pandas includes a very convenient function for filling gaps in the data.
closing_data = closing_data.fillna(method='ffill')