'Compute the autocovariance function from the ARMA parameters
over the integers range(num_autocov) using the spectral density
and the inverse Fourier transform.
Parameters
num_autocov : scalar(int), optional(default=16)
The number of autocovariances to calculate'

def autocovariance(self, num_autocov=16):

    spect = self.spectral_density()[1]
    acov = np.fft.ifft(spect).real
    return acov[:num_autocov]
