statsmodels.tsa.arima_process.ArmaProcess.periodogram¶

ArmaProcess.periodogram(nobs=None)[source]¶

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

Returns:¶

• w (ndarray) – The frequencies.

• sd (ndarray) – 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.