tsa.stattools.acovf is slow and is missing nobs options

Bug #661222 reported by joep
6
This bug affects 1 person
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statsmodels
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Bug Description

I was trying an example from nitime

>>> X.shape
(20480,)
>>> sm.tsa.stattools.acovf(X)[:order+1] #slow

>>> sm.tsa.stattools.acovf(X, fft=True)[:order+1] #fast

I think it would be good to add an "auto" option that picks the fastest way of calculating the acovf

Also, code completion doesn't show an option to get only a small number of acovs

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