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In StatsModels there are keywords to specify how to deals with NaNs.

'none' := no checks for missing values

'drop' := drops missing values

'raise' := raises an error

But there is another keyword: 'conservative'. I don't understand what this does.

Here is the documentation, but it is not explained what is does. I'm especcially interested in what is means in the contect of Autocorrelation.

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