statsmodels.sandbox.tsa.fftarma.ArmaFft.acf

ArmaFft.acf(lags=None)

Theoretical autocorrelation function of an ARMA process.

Parameters:

lags (int) – The number of terms (lags plus zero lag) to include in returned acf.

Returns:

The autocorrelations of ARMA process given by ar and ma.

Return type:

ndarray

See also

arma_acovf

Autocovariances from ARMA processes.

acf

Sample autocorrelation function estimation.

acovf

Sample autocovariance function estimation.