I want to calculate auto-covariance of 3 arrays X1, X2 and Y which are all stationary random process. Is there any function in sciPy or other library can solve this problem?I want to calculate auto-covariance of 3 arrays
I want to calculate auto-covariance of 3 arrays X1, X2 and Y which are all stationary random process. Is there any function in sciPy or other library can solve this problem?I want to calculate auto-covariance of 3 arrays