pysteps.timeseries.autoregression.ar_acf

pysteps.timeseries.autoregression.ar_acf(gamma, n=None)

Compute theoretical autocorrelation function (ACF) from the AR(p) model with lag-l, l=1,2,…,p temporal autocorrelation coefficients.

Parameters:

• gamma (array-like) – Array of length p containing the lag-l, l=1,2,…p, temporal autocorrelation coefficients. The correlation coefficients are assumed to be in ascending order with respect to time lag.

• n (int) – Desired length of ACF array. Must be greater than len(gamma).

Returns:

out – Array containing the ACF values.

Return type:

array-like