statsmodels.tsa.arima_process.arma_acf

statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10, **kwargs)

Theoretical autocorrelation function of an ARMA process

Parameters

ararray_like, 1d

coefficient for autoregressive lag polynomial, including zero lag

maarray_like, 1d

coefficient for moving-average lag polynomial, including zero lag

lagsint

number of terms (lags plus zero lag) to include in returned acf

Returns

acfarray

autocorrelation of ARMA process given by ar, ma

See also

arma_acovf, acf, acovf