statsmodels.tsa.arima_process.arma_acf

statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10, **kwargs)

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