Login Register

VARProcess.acorr()

statsmodels.tsa.vector_ar.var_model.VARProcess.acorr

VARProcess.acorr(nlags=None) [source]

Compute theoretical autocorrelation function

Returns:	acorr : ndarray (p x k x k)

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VARProcess.acorr.html

doc_statsmodels

2025-01-10 15:47:30

Comments

Leave a Comment

Please login to continue.

Popular Articles

VARProcess.plot_acorr() statsmodels.tsa.vector_ar.var_model.VARProcess.plot_acorr VARProcess.plot_acorr(nlags=10, linewidth=8) [source] Plot theoretical autocorrelation f

VARProcess.mse() statsmodels.tsa.vector_ar.var_model.VARProcess.mse VARProcess.mse(steps) [source] Compute theoretical forecast error variance matrices Parameters:

VARProcess.mean() statsmodels.tsa.vector_ar.var_model.VARProcess.mean VARProcess.mean() [source] Mean of stable process Lutkepohl eq. 2.1.23

VARProcess.plotsim() statsmodels.tsa.vector_ar.var_model.VARProcess.plotsim VARProcess.plotsim(steps=1000) [source] Plot a simulation from the VAR(p) process for the d

VARResults.resid_acorr() statsmodels.tsa.vector_ar.var_model.VARResults.resid_acorr VARResults.resid_acorr(nlags=1) [source] Compute sample autocorrelation (including lag