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fix: limit default lags in autocorrelation #154

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merged 3 commits into from
Oct 2, 2023

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The statsmodels function requires that lags is at most half of the length of the sample. However, by default the function may choose a value which does not satisfy this requirement.

The statsmodels function requires that `lags` is at most half of the length of the sample.
However, by default the function may choose a value which does not satisfy this requirement.
@mbelak-dtml mbelak-dtml requested a review from lukany September 26, 2023 14:03
@mbelak-dtml mbelak-dtml self-assigned this Sep 26, 2023
@mbelak-dtml mbelak-dtml requested a review from lukany September 29, 2023 07:46
@mbelak-dtml mbelak-dtml force-pushed the fix/limit-default-lags-autocorrelation branch from 214ea1c to 0322234 Compare September 29, 2023 07:46
@mbelak-dtml mbelak-dtml added this pull request to the merge queue Oct 2, 2023
Merged via the queue into main with commit be80665 Oct 2, 2023
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@mbelak-dtml mbelak-dtml deleted the fix/limit-default-lags-autocorrelation branch October 2, 2023 07:09
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