statsmodels.tsa.arima_process.ArmaProcess.arma2ma#

ArmaProcess.arma2ma(lags=None)[source]#

A finite-lag approximate MA representation 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(ar, ma, leads=100)