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fix: limit default lags in autocorrelation #154

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merged 3 commits into from
Oct 2, 2023
Merged

fix: limit default lags in autocorrelation #154

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ecddcc0
fix: limit default `lags` in autocorrelation
mbelak-dtml Sep 26, 2023
6eb7168
format with black
mbelak-dtml Sep 26, 2023
0322234
apply the fix only for pacf, add comments
mbelak-dtml Sep 29, 2023
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9 changes: 7 additions & 2 deletions edvart/report_sections/timeseries_analysis/autocorrelation.py
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Original file line number Diff line number Diff line change
Expand Up @@ -198,12 +198,17 @@ def plot_acf(
for col in columns:
if not is_numeric(df[col]):
raise ValueError(f"Cannot plot autocorrelation for non-numeric column `{col}`")
if lags is None:
max_lags = min(15, len(df) // 2)
lags = list(range(max_lags))
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plot_func = (
functools.partial(tsaplots.plot_pacf, method="ywm") if partial else tsaplots.plot_acf
functools.partial(tsaplots.plot_pacf, method="ywm", lags=lags)
if partial
else tsaplots.plot_acf
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)
for col in columns:
display(Markdown(f"---\n### {col}"))
fig = plot_func(df[col].dropna(), lags=lags)
fig = plot_func(df[col].dropna())
ax = fig.axes[0]
ax.set_title("")
ax.set_xlabel("Lag")
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