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(ma, ar, leads=100)


Last update: May 25, 2024