INNER CODE UNIT · Python

pacf_coeffs

firmai/deltapy · deltapy/extract.py:174

        pacf_coeffs = [np.nan] * (max_demanded_lag + 1)
    else:
        if (n <= max_demanded_lag):
            max_lag = n - 1
        else:
            max_lag = max_demanded_lag
        pacf_coeffs = list(pacf(x, method="ld", nlags=max_lag))
        pacf_coeffs = pacf_coeffs + [np.nan] * max(0, (max_demanded_lag - max_lag))

    return [("lag_{}".format(lag["lag"]), pacf_coeffs[lag["lag"]]) for lag in param]

# partial_autocorrelation(df["Close"])

#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

#-> In Package
def augmented_dickey_fuller(x, param=[{"attr": "teststat"}]):

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