statsmodels.sandbox.tsa.fftarma.ArmaFft.fftarma

ArmaFft.fftarma(n=None)

Fourier transform of ARMA polynomial, zero-padded at end to n

The Fourier transform of the ARMA process is calculated as the ratio of the fft of the MA polynomial divided by the fft of the AR polynomial.

Parameters:

n : int

length of array after zero-padding

Returns:

fftarma : ndarray

fft of zero-padded arma polynomial