statsmodels / statsmodels/statsmodels

acf, acovf for multiple univariate (vectorized)

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comp-tsa type-enh
Dominant language
Python
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Description

related to issue #322
acovf has an explicit check that ndim is 1, and raises a ValueError if not, to handle pandas objects/series
see
https://github.com/statsmodels/statsmodels/commit/bcdb0250696d7079190f7c45eedc5bede6312f9c

my impression is that this should work vectorized for 2d along one axis
I don't remember which versions/shapes I checked a long time ago.

Contributor guide

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First steps

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  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by inspecting the acovf dimensionality check and the behavior referenced in issue #322 and commit bcdb0250696d7079190f7c45eedc5bede6312f9. Determine the supported 2D shapes and axis semantics for vectorized acf/acovf, then add coverage showing the intended behavior and confirming pandas inputs remain handled correctly.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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