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What does the blue color section in background mean?


On 2019-12-05 03:28, lampahome wrote:
> I tried to plot graph about a time-series with library statsmodel.
> 
> I decide to plot autocorrelation function, but I don't know the blue
> section in the example graph mean...
> 
> Can anyone tell me?
> 
> The plot_acf example link:
> https://www.statsmodels.org/dev/generated/statsmodels.graphics.tsaplots.plot_acf.html#statsmodels.graphics.tsaplots.plot_acf
> 
> 
> The  graph in example:
> https://www.statsmodels.org/dev/plots/graphics_tsa_plot_acf.png
> 
I think that's the confidence interval.

Here's another example that shows the same kind of thing:

https://machinelearningmastery.com/gentle-introduction-autocorrelation-partial-autocorrelation/