statsmodels.tsa.vector_ar.var_model.VARProcess.acorr
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VARProcess.acorr(nlags=None)
[source] -
Compute theoretical autocorrelation function
Returns: acorr : ndarray (p x k x k)
VARProcess.acorr(nlags=None)
[source]
Compute theoretical autocorrelation function
Returns: | acorr : ndarray (p x k x k) |
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