statsmodels.tsa.stattools.acovf
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statsmodels.tsa.stattools.acovf(x, unbiased=False, demean=True, fft=False)
[source] -
Autocovariance for 1D
Parameters: x : array
Time series data. Must be 1d.
unbiased : bool
If True, then denominators is n-k, otherwise n
demean : bool
If True, then subtract the mean x from each element of x
fft : bool
If True, use FFT convolution. This method should be preferred for long time series.
Returns: acovf : array
autocovariance function
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