theoretical autocorrelation function of an ARMA process
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
acf : array
autocorrelation of ARMA process given by ar, ma
See also
arma_acovf, acf, acovf
statsmodels.sandbox.tsa.fftarma.ArmaFft.spdshift
statsmodels.sandbox.tsa.fftarma.ArmaFft.acf2spdfreq
Enter search terms or a module, class or function name.