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