functions.py 文件源码

def _significant_acf(corr, has_confint):
    if has_confint:
        corr, confint = corr

    periods = argrelextrema(np.abs(corr), np.greater, order=3)[0]
    corr = corr[periods]
    if has_confint:
        confint = confint[periods]

    result = np.column_stack((periods, corr))
    if has_confint:
        result = (result, np.column_stack((periods, confint)))
    return result