statsmodels.tsa.arima_process.arma_acf(ar, ma, nobs=10)[source]

theoretical autocorrelation function of an ARMA process


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

nobs : int

number of terms (lags plus zero lag) to include in returned acf


acf : array

autocorrelation of ARMA process given by ar, ma

See also

arma_acovf, acf, acovf