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VARResults.resid_acorr()

statsmodels.tsa.vector_ar.var_model.VARResults.resid_acorr

VARResults.resid_acorr(nlags=1) [source]

Compute sample autocorrelation (including lag 0)

Parameters:	nlags : int

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.resid_acorr.html

doc_statsmodels

2025-01-10 15:47:30

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