statsmodels.tsa.arima_process.arma2ar¶
- statsmodels.tsa.arima_process.arma2ar(ar, ma, lags=100)[source]¶
A finite-lag AR approximation of an ARMA process.
- Parameters:
- ararray_like
The auto regressive lag polynomial.
- maarray_like
The moving average lag polynomial.
- lags
int The number of coefficients to calculate.
- Returns:
ndarrayThe coefficients of AR lag polynomial with nobs elements.
Notes
Equivalent to
arma_impulse_response(ma, ar, leads=100)