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JuliaStats / StatsBase.jl

Basic statistics for Julia
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Confidence intervals for autocor and pacf #310

Open BenjaminBorn opened 7 years ago

BenjaminBorn commented 7 years ago

Would there be interest in a PR that adds confidence intervals to the autocor and pacf functions? Maybe with a keyword so that they are not computed by default.

This would make it more convenient to create (partial) autocorrelogram plots.

ararslan commented 7 years ago

I've been wondering for a while whether it wouldn't make more sense to move the (P)ACF functionality to a package like TimeSeries. It feels a little out of place here. But regardless of where it ends up, confidence intervals seem desirable.

BenjaminBorn commented 7 years ago

I would tend to agree, except for the fact that the time series eco system is still in its infancy with many unmaintained packages. I therefore like to have the (P)ACF functionality in StatsBase for the moment where it is easily found by Julia novices. We can then move it out later.