statsmodels.tsa.arima_process.arma_acf

statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10)

Theoretical autocorrelation function of an ARMA process.

Parameters

ararray_like

Coefficients for autoregressive lag polynomial, including zero lag.

maarray_like

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

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.