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Model fits don't begin at lag 0 #28

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dillancellier opened this issue Apr 23, 2024 · 0 comments

dillancellier commented Apr 23, 2024

Model fitting should ideally be constrained to begin at lag 0, corr=1. Might require linking the offsets of the raw ACF to fit bounds.

This issue may also be related to slicing of corrs which happens regularly throughout the code base, as in here:

timescale-methods/timescales/fit/acf.py

Line 120 in bc20c47

self.corrs = acf(sig, nlags=nlags, qstat=False, fft=True)[1:]

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