Coverage for src / ts_stat_tests / correlation / __init__.py: 100%

1# ============================================================================ # 

2# # 

3# Title: Correlation Module # 

4# Purpose: Correlation algorithms and tests for time series analysis. # 

5# # 

6# ============================================================================ # 

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9# ---------------------------------------------------------------------------- # 

10# # 

11# Overview #### 

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16# ---------------------------------------------------------------------------- # 

17# Description #### 

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21""" 

22!!! note "Summary" 

23 This module provides a suite of algorithms and tests to assess correlation in time series data. It includes functions to compute the Autocorrelation Function (ACF), Partial Autocorrelation Function (PACF), Cross-Correlation Function (CCF), and various statistical tests such as the Ljung-Box test, Lagrange Multiplier test, and Breusch-Godfrey LM test. 

24 

25 The module is structured into two main submodules: 

26 - `algorithms`: Contains implementations of correlation algorithms. 

27 - `tests`: Contains statistical tests for evaluating correlation. 

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29 Each function is designed to handle time series data efficiently, providing insights into the correlation structure of the data. 

30""" 

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33# ---------------------------------------------------------------------------- # 

34# # 

35# Setup #### 

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40# ---------------------------------------------------------------------------- # 

41# Imports #### 

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45# ## Local First Party Imports ---- 

46from ts_stat_tests.correlation.algorithms import acf, bglm, ccf, lb, lm, pacf 

47from ts_stat_tests.correlation.tests import correlation, is_correlated 

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49 

50# ---------------------------------------------------------------------------- # 

51# Exports #### 

52# ---------------------------------------------------------------------------- # 

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55__all__: list[str] = ["acf", "pacf", "ccf", "lb", "lm", "bglm", "correlation", "is_correlated"]