ArmaFft.acf()

ArmaFft.acf(nobs=None)

theoretical autocorrelation function of an ARMA process

Parameters:

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

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