statsmodels.tsa.vector_ar.svar_model.SVARResults.acorr¶
-
SVARResults.
acorr
(nlags=None)¶ Autocorrelation function
- Parameters
nlags : int or None
The number of lags to include in the autocovariance function. The default is the number of lags included in the model.
- Returns
acorr : ndarray
Autocorrelation and cross correlations (nlags, neqs, neqs)