def pacf(x, nlags=None, method='ywadjusted', alpha=None):
# Handle kwarg deprecation in statsmodels 0.13.0
if "unbiased" in method:
warnings.warn(
"The `*unbiased` methods have been deprecated in "
"statsmodels >= 0.13.0. Please use `*adjusted` instead.",
DeprecationWarning)
method = method.replace("unbiased", "adjusted")
elif method in ("ydu", "ywu", "ldu"):
warnings.warn(
"The `ydu`, `ywu`, and `ldu` methods have been deprecated in "
"statsmodels >= 0.13.0. Please use `yda`, `ywa`, and `lda` "
"instead.", DeprecationWarning)
method = method.replace("u", "a")
return sm_pacf(x=x, nlags=nlags, method=method, alpha=alpha)
def pacf(data, settings):
"""Process the PACF."""
alpha = settings[LABELS['confint']]['alpha']
data = data['data']
nlags = min(LONG_MAX_LAGS, len(data)-1)
try:
values, confint = sm_pacf(data, nlags=nlags, alpha=alpha)
confint = [list(i) for i in confint]
except numpy.linalg.linalg.LinAlgError:
values = []
confint = []
return {
LABELS['values']: list(values),
LABELS['confint']: confint,
}
def pacf(x, nlags=40, method='ywunbiased', alpha=None):
return sm_pacf(x=x, nlags=nlags, method=method, alpha=alpha)