statsmodels.sandbox.tsa.fftarma.ArmaFft.acf¶
method
-
ArmaFft.acf(lags=None)¶ Theoretical autocorrelation function of an ARMA process
- Parameters
- ararray_like, 1d
coefficient for autoregressive lag polynomial, including zero lag
- maarray_like, 1d
coefficient for moving-average lag polynomial, including zero lag
- lagsint
number of terms (lags plus zero lag) to include in returned acf
- Returns
- acfarray
autocorrelation of ARMA process given by ar, ma