statsmodels.tsa.arima_process.arma_acovf(ar, ma, nobs=10)
[source]
Theoretical autocovariance function of ARMA process
Parameters: |
|
---|---|
Returns: |
acovf – autocovariance of ARMA process given by ar, ma |
Return type: |
array |
See also
arma_acf
, acovf
Tries to do some crude numerical speed improvements for cases with high persistence. However, this algorithm is slow if the process is highly persistent and only a few autocovariances are desired.
© 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_acovf.html