statsmodels.tsa.vector_ar.var_model.VARProcess.acf
-
VARProcess.acf(nlags=None)
[source] -
Compute theoretical autocovariance function
Returns: acf : ndarray (p x k x k)
VARProcess.acf(nlags=None)
[source]
Compute theoretical autocovariance function
Returns: | acf : ndarray (p x k x k) |
---|
Please login to continue.