[SciPy-user] incompatible sizes when correlating two timeseries

Pierre GM pgmdevlist@gmail....
Fri Dec 19 13:27:10 CST 2008


>
> import scipy.stats
> dir(scipy.stats.mstats)
>
> I don't know how well they work with TimeSeries.

If you don't care about the dates, just use the functions on  
the .series attribute of your timeseries. I need to check how well  
mstats support TimeSeries, I probably won't have time before next  
year, though...


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