statsmodels.tsa.arima_process.arma_acf¶
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statsmodels.tsa.arima_process.
arma_acf
(ar, ma, lags=10)[source]¶ Theoretical autocorrelation function of an ARMA process.
Parameters: ar : array_like
Coefficients for autoregressive lag polynomial, including zero lag.
ma : array_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.