4.8.1.2.4.1.2. statsmodels.tsa.api.ArmaProcess.acf¶
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ArmaProcess.
acf
(nobs=None)[source]¶ 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
nobs : int
number of terms (lags plus zero lag) to include in returned acf
Returns: acf : array
autocorrelation of ARMA process given by ar, ma