statsmodels.sandbox.tsa.fftarma.ArmaFft.acf¶

ArmaFft.acf(lags=None)¶

Theoretical autocorrelation function of an ARMA process.

Parameters:¶

lagsint

The number of terms (lags plus zero lag) to include in returned acf.

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.