statsmodels.tsa.tests.test_stattools.acovf¶

statsmodels.tsa.tests.test_stattools.acovf(x, unbiased=False, demean=True, fft=False)[source]¶

Autocovariance for 1D

Parameters:

x : array

Time series data. Must be 1d.

unbiased : bool

If True, then denominators is n-k, otherwise n

demean : bool

If True, then subtract the mean x from each element of x

fft : bool

If True, use FFT convolution. This method should be preferred for long time series.

Returns:

acovf : array

autocovariance function