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)