statsmodels.tsa.arima_process.ArmaProcess.acf¶
-
ArmaProcess.acf(lags=
None
)[source]¶ Theoretical autocorrelation function of an ARMA process.
- Parameters:¶
- lags
int
The number of terms (lags plus zero lag) to include in returned acf.
- lags
- Returns:¶
ndarray
The autocorrelations of ARMA process given by ar and ma.
See also
arma_acovf
Autocovariances from ARMA processes.
acf
Sample autocorrelation function estimation.
acovf
Sample autocovariance function estimation.
Last update:
Dec 23, 2024