tsa.arima_process.arma_acf()

statsmodels.tsa.arima_process.arma_acf

statsmodels.tsa.arima_process.arma_acf(ar, ma, nobs=10) [source]

theoretical autocorrelation function of an ARMA process

Parameters:	ar : array_like, 1d coefficient for autoregressive lag polynomial, including zero lag ma : array_like, 1d coefficient for moving-average lag polynomial, including zero lag nobs : int number of terms (lags plus zero lag) to include in returned acf
Returns:	acf : array autocorrelation of ARMA process given by ar, ma

See also

arma_acovf, acf, acovf