Interpretation of the ccf function from statsmodel python library -
i using ccf (cross correlation) follows:
from statsmodels.tsa.stattools import ccf print ccf(np.array(x), np.array(y), unbiased=true)
i having hard time interpreting results. question whether output cross-correlation @ possible lags or result of multiplications of data points @ lag 0? documentation not provide insights on issue. in advance.
Comments
Post a Comment