statsmodels.tsa.arima_process.ArmaProcess.acovf

ArmaProcess.acovf(nobs=None)[source]

Theoretical autocovariances of stationary ARMA processes

Parameters:
nobsint

The number of terms (lags plus zero lag) to include in returned acovf.

Returns:
ndarray

The autocovariance of ARMA process given by ar, ma.

See also

arma_acf

Autocorrelation function for ARMA processes.

acovf

Sample autocovariance estimation.

References


Last update: May 25, 2024