statsmodels.tsa.stattools.ccovf(x, y, unbiased=True, demean=True)
[source]
crosscovariance for 1D
Parameters: |
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Returns: |
ccovf – autocovariance function |
Return type: |
array |
This uses np.correlate which does full convolution. For very long time series it is recommended to use fft convolution instead.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.stattools.ccovf.html