statsmodels.tsa.arima_process.ArmaProcess.acovf¶
- ArmaProcess.acovf(nobs=None)[source]¶
Theoretical autocovariances of stationary ARMA processes
- Parameters:¶
- nobs
int
The number of terms (lags plus zero lag) to include in returned acovf.
- nobs
- Returns:¶
ndarray
The autocovariance of ARMA process given by ar, ma.
See also
References
Last update:
Jun 10, 2024