statsmodels.sandbox.tsa.fftarma.ArmaFft.acovf¶
- ArmaFft.acovf(nobs=None)¶
Theoretical autocovariances of stationary ARMA processes
- 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
arma_acf
Autocorrelation function for ARMA processes.
acovf
Sample autocovariance estimation.
References