statsmodels.tsa.vector_ar.var_model.VARResults.resid_acov#

VARResults.resid_acov(nlags=1)[source]#

Compute centered sample autocovariance (including lag 0)

Parameters:
nlagsint
Returns:
acovndarray

Autocovariances of the residuals, shape (nlags + 1, neqs, neqs).