statsmodels.tsa.arima_process.ArmaProcess.acf

ArmaProcess.acf(lags=None)[source]

Theoretical autocorrelation function of an ARMA process

Parameters:
  • ar (array_like, 1d) – coefficient for autoregressive lag polynomial, including zero lag
  • ma (array_like, 1d) – coefficient for moving-average lag polynomial, including zero lag
  • lags (int) – number of terms (lags plus zero lag) to include in returned acf
Returns:

acf – autocorrelation of ARMA process given by ar, ma
Return type:

array

See also

arma_acovf, acf, acovf