statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10, **kwargs)
[source]
Theoretical autocorrelation function of an ARMA process
Parameters: |
|
---|---|
Returns: |
acf – autocorrelation of ARMA process given by ar, ma |
Return type: |
array |
See also
arma_acovf
, acf
, acovf
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.arma_acf.html