statsmodels / 0.9.0 / generated / statsmodels.tsa.vector_ar.var_model.varresults.acf.html /

statsmodels.tsa.vector_ar.var_model.VARResults.acf

VARResults.acf(nlags=None)

Compute theoretical autocovariance function

Returns: acf
Return type: ndarray (p x k x k)

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.acf.html