statsmodels.sandbox.tsa.fftarma.ArmaFft.arma2ar

ArmaFft.arma2ar(lags=None)

A finite-lag AR approximation of an ARMA process.

Parameters:
lagsint

The number of coefficients to calculate.

Returns:
ndarray

The coefficients of AR lag polynomial with nobs elements.

Notes

Equivalent to arma_impulse_response(ma, ar, leads=100)


Last update: Mar 18, 2024