tsa.stattools.acf confint needs checking and tests
Bug #668759 reported by
joep
This bug affects 1 person
| Affects | Status | Importance | Assigned to | Milestone | |
|---|---|---|---|---|---|
| statsmodels |
New
|
Undecided
|
Unassigned | ||
Bug Description
the confint example in the file for tsa.stattools.acf didn't work, shape mismatch exception
I fixed the example how it looked right to me, but this needs verification, and it looks like there are no tests for it. Currently my branch only.
I didn't see that the standard errors/variance themselves are returned anywhere.
Maybe it would be better now to turn acf with statistics into a class, with lazily evaluated (cached attributes) instead of many options for various returns.
| Changed in statsmodels: | |
| milestone: | none → 0.3.0 |
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