statsmodels.sandbox.tsa.fftarma.ArmaFft.acf
ArmaFft.acf(nobs=None)
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