statsmodels.tsa.arima_process.ArmaProcess.from_coeffs¶

classmethod ArmaProcess.from_coeffs(arcoefs=None, macoefs=None, nobs=100)[source]¶

Create ArmaProcess from an ARMA representation.

Parameters:¶

arcoefs : array_like¶

Coefficient for autoregressive lag polynomial, not including zero lag. The sign is inverted to conform to the usual time series representation of an ARMA process in statistics. See the class docstring for more information.

macoefs : array_like¶

Coefficient for moving-average lag polynomial, excluding zero lag.

nobs : int, optional¶

Length of simulated time series. Used, for example, if a sample is generated.

Returns:¶

Class instance initialized with arcoefs and macoefs.

Return type:¶

ArmaProcess

Examples

>>> arparams = [.75, -.25]
>>> maparams = [.65, .35]
>>> arma_process = sm.tsa.ArmaProcess.from_coeffs(ar, ma)
>>> arma_process.isstationary
True
>>> arma_process.isinvertible
True