6.1.3.1.1. statsmodels.sandbox.archive.tsa.acovf_fft

statsmodels.sandbox.archive.tsa.acovf_fft(x, demean=True)

autocovariance function with call to fftconvolve, biased

Parameters:

x : array_like

timeseries, signal

demean : boolean

If true, then demean time series

Returns:

acovf : array

autocovariance for data, same length as x

might work for nd in parallel with time along axis 0