statsmodels.tsa.tests.test_arima_process.arma_acf¶

statsmodels.tsa.tests.test_arima_process.arma_acf(ar, ma, nobs=10)[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