theoretical autocovariance function of 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
acovf : array
autocovariance of ARMA process given by ar, ma
See also
arma_acf, acovf
Notes
tries to do some crude numerical speed improvements for cases with high persistance.
scikits.statsmodels.sandbox.tsa.arma_acf
scikits.statsmodels.sandbox.tsa.arma_generate_sample
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