Feat/ccf #2122
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Feat/ccf #2122
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Codecov ReportAttention:
❗ Your organization needs to install the Codecov GitHub app to enable full functionality. Additional details and impacted files@@ Coverage Diff @@
## master #2122 +/- ##
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Coverage 93.92% 93.93%
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Files 135 135
Lines 13335 13356 +21
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+ Hits 12525 12546 +21
Misses 810 810 ☔ View full report in Codecov by Sentry. |
madtoinou
approved these changes
Jan 17, 2024
darts/utils/statistics.py
Outdated
| ) -> None: | ||
| """ | ||
| Plots the Cross Correlation Function (CCF) between `ts` and `ts_other`, highlighting it at lag `m`, with | ||
| corresponding significance interval. |
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Add a link to the documentation of statsmodels.ccovf?
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Summary
darts.utils.statistics.plot_ccf: the Cross Correlation Function (CCF) similar to the Autocorrelation Function (ACF). CCF can be used to compute the corrolation between a time series (e.g. target series) and the of lagged values of another time series (e.g. covariates series).