tidyverts / feasts

Feature Extraction And Statistics for Time Series
https://feasts.tidyverts.org/
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ACF and PACF with estimate uncertainty #152

Open mitchelloharawild opened 2 years ago

mitchelloharawild commented 2 years ago

Context in https://github.com/tidyverts/feasts/issues/1

forecast::taperedacf() and forecast::taperedpacf() produce an alternative plot style that shows the intervals around an autocorrelation estimate, rather than just the critical values.

To allow this, a non-default option can be added to return distributions instead of point estimates. The autoplot() method will need updating to support plotting these distributions.