statsmodels.tsa.arima_process.ArmaProcess.acf¶
-
ArmaProcess.
acf
(lags=None)[source]¶ Theoretical autocorrelation function of an ARMA process.
Parameters: lags : int
The number of terms (lags plus zero lag) to include in returned acf.
Returns: ndarray
The autocorrelations of ARMA process given by ar and ma.
See also
arma_acovf
- Autocovariances from ARMA processes.
acf
- Sample autocorrelation function estimation.
acovf
- Sample autocovariance function estimation.