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statsmodels.tsa.vector_ar.var_model.VARResults.resid_acorr
statsmodels.tsa.vector_ar.var_model.VARResults.resid_acorr
¶
VARResults.
resid_acorr
(
nlags
=
1
)
[source]
¶
Compute sample autocorrelation (including lag 0)
Parameters
nlags
int
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statsmodels.tsa.vector_ar.var_model.VARResults.resid_acorr