statsmodels.tsa.arima_process.ArmaProcess.arma2ma

ArmaProcess.arma2ma(lags=None)

A finite-lag approximate MA representation of an ARMA process.

Parameters

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)