statsmodels.tsa.vector_ar.var_model.VARResults.resid_acorr#

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

Compute sample autocorrelation (including lag 0)

Parameters:
nlagsint
Returns:
acorrndarray

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