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statsmodels.tsa.vector_ar.var_model.VARProcess.acf
statsmodels.tsa.vector_ar.var_model.VARProcess.acf
¶
VARProcess.
acf
(
nlags
=
None
)
[source]
¶
Compute theoretical autocovariance function
Returns
:
acf
ndarray
(
p
x
k
x
k
)
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statsmodels.tsa.vector_ar.var_model.VARProcess.acf
VARProcess.acf
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Vector Autoregressions
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statsmodels.tsa.vector_ar.var_model.VARProcess
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statsmodels.tsa.vector_ar.var_model.VARProcess.acf