statsmodels.sandbox.tsa.fftarma.ArmaFft.acovf¶
-
ArmaFft.
acovf
(nobs=None)¶ Theoretical autocovariance function of ARMA process.
Parameters: nobs : int
The number of terms (lags plus zero lag) to include in returned acovf.
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
[*] Brockwell, Peter J., and Richard A. Davis. 2009. Time Series: Theory and Methods. 2nd ed. 1991. New York, NY: Springer.