statsmodels.tsa.stattools.LevinsonDurbinPacfResult#

class statsmodels.tsa.stattools.LevinsonDurbinPacfResult(arcoefs, acf)[source]#

Result of levinson_durbin_pacf.

Parameters:
arcoefsndarray

AR coefficients computed from the partial autocorrelations.

acfndarray

The acf computed from the partial autocorrelations. Contains the autocorrelations corresponding to lags 0, 1, …, p.

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 1

arcoefs

Alias for field number 0