from statsmodels.graphics.tsaplots import plot_pacf

actual = df['PJME_MW']
hours = range(0, 24, 4)

for hour in hours:
    plot_pacf(actual[actual.index.hour == hour].diff().dropna(), lags=30, alpha=0.01)
    plt.title(f'PACF - h = {hour}')
    plt.ylabel('Correlation')
    plt.xlabel('Lags')
    plt.show()