statsmodels.sandbox.tsa.fftarma.ArmaFft.acf

method

ArmaFft.acf(lags=None)

Theoretical autocorrelation function of an ARMA process

Parameters:

ar : array_like, 1d

coefficient for autoregressive lag polynomial, including zero lag

ma : array_like, 1d

coefficient for moving-average lag polynomial, including zero lag

lags : int

number of terms (lags plus zero lag) to include in returned acf

Returns:

acf : array

autocorrelation of ARMA process given by ar, ma

See also

arma_acovf, acf, acovf