statsmodels.sandbox.tsa.fftarma.ArmaFft.arma2ar

method

ArmaFft.arma2ar(lags=None)

Get the AR representation of an ARMA process

Parameters

ararray_like, 1d

auto regressive lag polynomial

maarray_like, 1d

moving average lag polynomial

lagsint

number of coefficients to calculate

Returns

ararray, 1d

coefficients of AR lag polynomial with nobs elements

Notes

Equivalent to arma_impulse_response(ma, ar, leads=100)