Statsmodels Autocorrelation vs. Autocovariance

[oboejoe]

531w26/hw02/q.qmd

Line 35 in 3ce363c

**C**. Check your work for the specific case of an AR(1) model with $\phi_1=0.8$ by comparing your formula with the result of the Python function `statsmodels.tsa.arima_process.arma_acf`.

According to the documentation, the "statsmodels.tsa.arima_process.arma_acf" function that we are asked to check our auto-covariance functions against finds the auto-correlation? It states that the function to find the auto-covariance is "statsmodels.tsa.arima_process.arma.acovf".

https://www.statsmodels.org/dev/generated/statsmodels.tsa.arima_process.arma_acf.html

[ionides]

Thanks for pointing this out. I will modify homework 2 accordingly.