statsmodels.tsa.arima_process.arma_acf

statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10)

Theoretical autocorrelation function of an ARMA process.

Parameters:

• ar (array_like) – Coefficients for autoregressive lag polynomial, including zero lag.

• ma (array_like) – Coefficients for moving-average lag polynomial, including zero lag.

• 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.