statsmodels.tsa.vector_ar.var_model.VARProcess.acorr¶ VARProcess.acorr(nlags=None)[source]¶ Autocorrelation function Parameters nlagsint or NoneThe number of lags to include in the autocovariance function. The default is the number of lags included in the model. Returns acorrndarrayAutocorrelation and cross correlations (nlags, neqs, neqs)