crosscovariance for 1D
x, y : arrays
time series data
unbiased : boolean
if True, then denominators is n-k, otherwise n
ccovf : array
autocovariance function
Notes
This uses np.correlate which does full convolution. For very long time series it is recommended to use fft convolution instead.
statsmodels.tsa.stattools.pacf_ols
statsmodels.tsa.stattools.ccf
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