statsmodels.tsa.arima_process.arma2ma#

statsmodels.tsa.arima_process.arma2ma(ar, ma, lags=100)[source]#

A finite-lag approximate MA representation of an ARMA process

Parameters:

arndarray: The auto regressive lag polynomial.
mandarray: The moving average lag polynomial.
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)