statsmodels.tsa.arima_process.arma_acf

statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10, **kwargs) [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 lags (int) – number of terms (lags plus zero lag) to include in returned acf
Returns:	acf – autocorrelation of ARMA process given by ar, ma
Return type:	array

See also

arma_acovf, acf, acovf