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VARProcess.acf()

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)

Links:

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

doc_statsmodels

2025-01-10 15:47:30

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