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# scikits.statsmodels.sandbox.tsa.ccf

`scikits.statsmodels.sandbox.tsa.``ccf`(x, y, unbiased=True)

  cross-correlation function for 1d Parameters ———- x, y : arrays

  > time series data

  unbiased : boolean
    if True, then denominators for autocovariance is n-k, otherwise n

  Returns: | ccf : array cross-correlation function of x and y

  Notes

  This is based np.correlate which does full convolution. For very long time series it is recommended to use fft convolution instead.

  If unbiased is true, the denominator for the autocovariance is adjusted but the autocorrelation is not an unbiased estimtor.

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