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Update core.py
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something small
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martinvonk committed Feb 19, 2024
1 parent 4ff4e92 commit 0f4ec11
Showing 1 changed file with 2 additions and 3 deletions.
5 changes: 2 additions & 3 deletions pastas/stats/core.py
Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,7 @@
pi,
sqrt,
)
from pandas import DataFrame, Series, Timedelta, to_timedelta
from pandas import DataFrame, Index, Series, Timedelta, to_timedelta
from scipy.stats import norm

from pastas.typing import ArrayLike
Expand Down Expand Up @@ -195,9 +195,8 @@ def ccf(
result = DataFrame(
data={"ccf": c, "conf": conf, "n": b},
dtype=float,
index=to_timedelta(lags, unit="D"),
index=Index(to_timedelta(lags, unit="D"), name="Lags"),
)
result.index.name = "Lags"

result = result.where(result.n > min_obs).dropna()

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