statsmodels.tsa.vector_ar.svar_model.SVARProcess.acorr¶

SVARProcess.acorr(nlags=None)¶

Autocorrelation function

Parameters:¶

nlags : int or None¶

The number of lags to include in the autocovariance function. The default is the number of lags included in the model.

Returns:¶

acorr – Autocorrelation and cross correlations (nlags, neqs, neqs)

Return type:¶

ndarray