autocovariance for 1D
x : array
time series data
unbiased : boolean
if True, then denominators is n-k, otherwise n
acovf : array
autocovariance function
Notes
This uses np.correlate which does full convolution. For very long time series it is recommended to use fft convolution instead.
scikits.statsmodels.sandbox.tsa.acf
scikits.statsmodels.sandbox.tsa.pacf_ols
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