pysteps.timeseries.autoregression.adjust_lag2_corrcoef2

pysteps.timeseries.autoregression.adjust_lag2_corrcoef2(gamma_1, gamma_2)

A more advanced 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 : float

The adjusted lag-2 correlation coefficient.