# statsmodels.tsa.stattools.ccovf¶

statsmodels.tsa.stattools.ccovf(x, y, unbiased=True, demean=True)[source]

crosscovariance for 1D

Parameters: y (x,) – time series data unbiased (boolean) – if True, then denominators is n-k, otherwise n ccovf – autocovariance function array

Notes

This uses np.correlate which does full convolution. For very long time series it is recommended to use fft convolution instead.