statsmodels.tsa.arima_process.arma_acf¶
- statsmodels.tsa.arima_process.arma_acf(ar, ma, lags=10)[source]¶
Theoretical autocorrelation function of an ARMA process.
- Parameters:
- ararray_like
Coefficients for autoregressive lag polynomial, including zero lag.
- maarray_like
Coefficients for moving-average lag polynomial, including zero lag.
- lags
int
The number of terms (lags plus zero lag) to include in returned acf.
- Returns:
ndarray
The autocorrelations of ARMA process given by ar and ma.
See also
arma_acovf
Autocovariances from ARMA processes.
acf
Sample autocorrelation function estimation.
acovf
Sample autocovariance function estimation.