pysteps.timeseries.autoregression.adjust_lag2_corrcoef1

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