statsmodels.tsa.arima_process.ArmaProcess.periodogram

ArmaProcess.periodogram(nobs=None)[source]

Periodogram for ARMA process given by lag-polynomials ar and ma.

Returns:
wndarray

The frequencies.

sdndarray

The periodogram, also known as the spectral density.

Notes

Normalization ?

This uses signal.freqz, which does not use fft. There is a fft version somewhere.


Last update: May 25, 2024