Is there a general trick to using masked arrays (or arrays containing nan’s) with the statsmodels routines? For example pacf and acf?
Is there a general trick to using masked arrays (or arrays containing nan’s) with
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Is there a general trick to using masked arrays (or arrays containing nan’s) with the statsmodels routines? For example pacf and acf?
In general, the functions don’t know anything about masked arrays. The Model classes accept a missing keyword for missing value handling. However, I don’t think there’s anything in acf/pacf. What would you expect these functions to do with missing data? If you file an issue on github with an example and ideally a reference of comparison results from another stats package, I can look into it.
https://github.com/statsmodels/statsmodels/issues