statsmodels.tsa.arima_process.arma_acf¶

statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10)[source]¶

Theoretical autocorrelation function of an ARMA process.

Parameters:¶

ar : array_like¶

Coefficients for autoregressive lag polynomial, including zero lag.

ma : array_like¶

Coefficients for moving-average lag polynomial, including zero lag.

lags : int¶

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

Returns:¶

The autocorrelations of ARMA process given by ar and ma.

Return type:¶

ndarray

See also

arma_acovf

Autocovariances from ARMA processes.

acf

Sample autocorrelation function estimation.

acovf

Sample autocovariance function estimation.