statsmodels.tsa.vector_ar.var_model.VARProcess.acf#

VARProcess.acf(nlags=None)[source]#

Compute theoretical autocovariance function

Parameters:

nlagsint or None: The number of lags to include in the autocovariance function. The default is the number of lags included in the model.

Returns:

acfndarray (p x k x k)