statsmodels.tsa.arima_process.ArmaProcess.acovf¶
-
ArmaProcess.
acovf
(nobs=None)[source]¶ Theoretical autocovariance function of ARMA process.
- Parameters
- nobs
int
The number of terms (lags plus zero lag) to include in returned acovf.
- nobs
- Returns
ndarray
The autocovariance of ARMA process given by ar, ma.
See also
References
- *
Brockwell, Peter J., and Richard A. Davis. 2009. Time Series: Theory and Methods. 2nd ed. 1991. New York, NY: Springer.