statsmodels.tsa.arima_process.ArmaProcess.arma2ar

ArmaProcess.arma2ar(lags=None)[source]

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: May 25, 2024