ArmaFft.acf()
statsmodels.sandbox.tsa.fftarma.ArmaFft.acf
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ArmaFft.acf(nobs=None)
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theoretical autocorrelation function of an ARMA process
Parameters: ar : array_like, 1d
coefficient for autoregressive lag polynomial, including zero lag
ma : array_like, 1d
coefficient for moving-average lag polynomial, including zero lag
nobs : int
number of terms (lags plus zero lag) to include in returned acf
Returns: acf : array
autocorrelation of ARMA process given by ar, ma
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.acf.html