A finite-lag AR approximation of an ARMA process.
- Parameters:
- ar : array_like
The auto regressive lag polynomial.
- ma : array_like
The moving average lag polynomial.
- lags : int
The number of coefficients to calculate.
- Returns:
The coefficients of AR lag polynomial with nobs elements.
- Return type:
ndarray
Notes
Equivalent to arma_impulse_response(ma, ar, leads=100)