statsmodels.tsa.stattools.PacfBurgResult#

class statsmodels.tsa.stattools.PacfBurgResult(pacf, sigma2)[source]#

Result of pacf_burg.

Parameters:
pacfndarray

Partial autocorrelations for lags 0, 1, …, nlag.

sigma2ndarray

Residual variance estimates where the value in position m is the residual variance in an AR model that includes m lags.

Methods

count(value, /)

Return number of occurrences of value.

index(value[, start, stop])

Return first index of value.

Properties

pacf

Alias for field number 0

sigma2

Alias for field number 1