statsmodels.tsa.vector_ar.var_model.VARResults.acorr¶
method
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VARResults.
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)