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update changelog
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dennisbader committed Dec 15, 2023
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -10,6 +10,7 @@ but cannot always guarantee backwards compatibility. Changes that may **break co

### For users of the library:
**Improved**
- Added `darts.utils.statistics.plot_ccf` that can be used to plot the cross correlation between a time series (e.g. target series) and the lagged values of another time series (e.g. covariates series). [#2122](https://github.com/unit8co/darts/pull/2122) by [Dennis Bader](https://github.com/dennisbader).

**Fixed**

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6 changes: 1 addition & 5 deletions darts/utils/statistics.py
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Expand Up @@ -806,7 +806,7 @@ def plot_ccf(
) -> None:
"""
Plots the Cross Correlation Function (CCF) between `ts` and `ts_other`, highlighting it at lag `m`, with
corresponding significance interval. Uses :func:`statsmodels.tsa.stattools.ccf` [1]_
corresponding significance interval.
This can be used to find the cross correlation between the target and different covariates lags.
If `ts_other` is identical `ts`, it corresponds to `plot_acf()`.
Expand All @@ -833,10 +833,6 @@ def plot_ccf(
Optionally, an axis object to plot the CCF on.
default_formatting
Whether to use the darts default scheme.
References
----------
.. [1] https://www.statsmodels.org/dev/generated/statsmodels.tsa.stattools.ccf.html
"""

ts._assert_univariate()
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