statsmodels.sandbox.tsa.fftarma.ArmaFft.pad

ArmaFft.pad(maxlag)[source]

construct AR and MA polynomials that are zero-padded to a common length

Parameters:
maxlagint

new length of lag-polynomials

Returns:
arndarray

extended AR polynomial coefficients

mandarray

extended AR polynomial coefficients


Last update: Mar 18, 2024