statsmodels.tsa.stattools.acovf(x, unbiased=False, demean=True, fft=False, missing='none')
[source]
Autocovariance for 1D
Parameters: |
|
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Returns: |
acovf – autocovariance function |
Return type: |
array |
[*] | Parzen, E., 1963. On spectral analysis with missing observations and amplitude modulation. Sankhya: The Indian Journal of Statistics, Series A, pp.383-392. |
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.stattools.acovf.html