statsmodels.tsa.stattools.acf(x, unbiased=False, nlags=40, qstat=False, fft=False, alpha=None, missing='none')
[source]
Autocorrelation function for 1d arrays.
Parameters: 


Returns: 

The acf at lag 0 (ie., 1) is returned.
This is based np.correlate which does full convolution. For very long time series it is recommended to use fft convolution instead.
If unbiased is true, the denominator for the autocovariance is adjusted but the autocorrelation is not an unbiased estimtor.
[*]  Parzen, E., 1963. On spectral analysis with missing observations and amplitude modulation. Sankhya: The Indian Journal of Statistics, Series A, pp.383392. 
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.stattools.acf.html