statsmodels.sandbox.tsa.fftarma.ArmaFft.pad¶

ArmaFft.pad(maxlag)[source]¶

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

Parameters:¶

maxlag : int¶

new length of lag-polynomials

Returns:¶

• ar (ndarray) – extended AR polynomial coefficients

• ma (ndarray) – extended AR polynomial coefficients