statsmodels.tsa.arima_process.arma_acf

statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10, **kwargs) [source]

Theoretical autocorrelation function of an ARMA process

Parameters:
  • ar (array_like, 1d) – coefficient for autoregressive lag polynomial, including zero lag
  • ma (array_like, 1d) – coefficient for moving-average lag polynomial, including zero lag
  • lags (int) – number of terms (lags plus zero lag) to include in returned acf
Returns:

acf – autocorrelation of ARMA process given by ar, ma
Return type:

array

See also

arma_acovf, acf, acovf

© 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_acf.html