statsmodels.tsa.stattools.levinson_durbin(s, nlags=10, isacov=False)
[source]
Levinson-Durbin recursion for autoregressive processes
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This function returns currently all results, but maybe we drop sigma and phi from the returns.
If this function is called with the time series (isacov=False), then the sample autocovariance function is calculated with the default options (biased, no fft).
© 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.stattools.levinson_durbin.html