VARResults.acorr(nlags=None)
Compute theoretical autocorrelation function
Returns: | acorr |
---|---|
Return type: | ndarray (p x k x k) |
© 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.vector_ar.var_model.VARResults.acorr.html