statsmodels.tsa.arima_process.ArmaProcess.acf

ArmaProcess.acf(lags=None)[source]

Theoretical autocorrelation function of an ARMA process.

Parameters:

lags : int

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.