pysteps.timeseries.autoregression.adjust_lag2_corrcoef1#
- pysteps.timeseries.autoregression.adjust_lag2_corrcoef1(gamma_1, gamma_2)#
A simple adjustment of lag-2 temporal autocorrelation coefficient to ensure that the resulting AR(2) process is stationary when the parameters are estimated from the Yule-Walker equations.
- Parameters:
gamma_1 (float) – Lag-1 temporal autocorrelation coeffient.
gamma_2 (float) – Lag-2 temporal autocorrelation coeffient.
- Returns:
out – The adjusted lag-2 correlation coefficient.
- Return type:
float