statsmodels.sandbox.tsa.fftarma.ArmaFft.acf2spdfreq

ArmaFft.acf2spdfreq(acovf, nfreq=100, w=None)[source]

not really a method just for comparison, not efficient for large n or long acf

this is also similarly use in tsa.stattools.periodogram with window


Last update: Dec 14, 2023