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statsmodels.tsa.arima_process.arma_acf

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

theoretical autocovariance function of 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

Returns:

acovf : array

autocovariance of ARMA process given by ar, ma

See also

arma_acovf, acf, acovf

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