tsa
Theoretical autocovariances of stationary ARMA processes
int
The number of terms (lags plus zero lag) to include in returned acovf.
ndarray
The autocovariance of ARMA process given by ar, ma.
See also
arma_acf
Autocorrelation function for ARMA processes.
acovf
Sample autocovariance estimation.
References
ArmaProcess.acovf