statsmodels.tsa.stattools.AcfResult#

class statsmodels.tsa.stattools.AcfResult(acf, confint, qstat, pvalues)[source]#

Result of acf.

Parameters:
acfndarray

The autocorrelation function for lags 0, 1, …, nlags. Shape (nlags+1,).

confintndarray or None

Confidence intervals for the ACF at lags 0, 1, …, nlags. Shape (nlags + 1, 2). None unless alpha was not None.

qstatndarray or None

The Ljung-Box Q-statistic for autocorrelation parameters. None unless qstat was True.

pvaluesndarray or None

The p-values associated with the Q-statistics of the Ljung-Box autocorrelation test. None unless qstat was True.

Methods

count(value, /)

Return number of occurrences of value.

index(value[, start, stop])

Return first index of value.

Methods

count(value, /)

Return number of occurrences of value.

index(value[, start, stop])

Return first index of value.

Properties

acf

Alias for field number 0

confint

Alias for field number 1

pvalues

Alias for field number 3

qstat

Alias for field number 2