VARResults.resid_acorr(nlags=1) [source]
Compute sample autocorrelation (including lag 0)
| Parameters: | nlags (int) – |
|---|
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© 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.resid_acorr.html