statsmodels.tsa.arima_process.arma_acf

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

Theoretical autocorrelation function of an ARMA process.

Parameters:
ararray_like

Coefficients for autoregressive lag polynomial, including zero lag.

maarray_like

Coefficients for moving-average lag polynomial, including zero lag.

lagsint

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.


Last update: May 25, 2024