statsmodels.tsa.stattools.CcfResult

class statsmodels.tsa.stattools.CcfResult(ccf, confint)

Result of ccf.

Parameters:

ccfndarray

The cross-correlation function of x and y: the element at index k is the correlation between {x[k], x[k+1], …, x[n]} and {y[0], y[1], …, y[m-k]}, where n and m are the lengths of x and y, respectively.

confintndarray or None

Confidence intervals for the CCF at lags 0, 1, …, nlags-1. Shape (nlags, 2). None when alpha is None.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Properties

ccf	Alias for field number 0
confint	Alias for field number 1