Statsplots

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source

ccf_plot

def ccf_plot(
    x, y, lags, # Number of lags to include in the plot.
    alpha:float=0.05, # Significance level for confidence intervals.
    figsize:tuple=(10, 5), # Figure size.
    adjusted:bool=True, # If True, use lag-specific CI (sqrt(n-k)); 
if False, use fixed CI (sqrt(n)).
):

Plot the cross-correlation function (CCF) between two time series.