statsmodels.tsa.vector_ar.svar_model.SVARProcess.acorr¶ SVARProcess.acorr(nlags=None)¶ Autocorrelation function Parameters: nlagsint or NoneThe number of lags to include in the autocovariance function. The default is the number of lags included in the model. Returns: acorrndarrayAutocorrelation and cross correlations (nlags, neqs, neqs)