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.