Пример #1
0
def acf(data, settings):
    """Process the ACF."""

    alpha = settings[LABELS['confint']]['alpha']
    data = data['data']
    nlags = min(LONG_MAX_LAGS, len(data)-1)

    try:
        values, confint = sm_acf(data, nlags=nlags, alpha=alpha)
        confint = [list(i) for i in confint]
    except ValueError:
        values = sm_acf(data, nlags=nlags)
        confint = []

    return {
        LABELS['values']: list(values),
        LABELS['confint']: confint,
    }
Пример #2
0
def acf(x,
        unbiased=False,
        nlags=40,
        qstat=False,
        fft=False,
        alpha=None,
        missing='none'):
    return sm_acf(x=x,
                  unbiased=unbiased,
                  nlags=nlags,
                  qstat=qstat,
                  fft=fft,
                  alpha=alpha,
                  missing=missing)
Пример #3
0
def acf(
    x,
    nlags=None,
    qstat=False,
    fft=None,
    alpha=None,
    missing='none',
    adjusted=False,
):
    return sm_acf(
        x=x,
        nlags=nlags,
        qstat=qstat,
        fft=fft,
        alpha=alpha,
        missing=missing,
        adjusted=adjusted,
    )