statsmodels.tsa.arima_process.arma_periodogram¶
-
statsmodels.tsa.arima_process.
arma_periodogram
(ar, ma, worN=None, whole=0)[source]¶ Periodogram for ARMA process given by lag-polynomials ar and ma.
- Parameters
ar : array_like
The autoregressive lag-polynomial with leading 1 and lhs sign.
ma : array_like
The moving average lag-polynomial with leading 1.
worN : {None, int}, optional
An option for scipy.signal.freqz (read “w or N”). If None, then compute at 512 frequencies around the unit circle. If a single integer, the compute at that many frequencies. Otherwise, compute the response at frequencies given in worN.
whole : {0,1}, optional
An options for scipy.signal.freqz/ Normally, frequencies are computed from 0 to pi (upper-half of unit-circle. If whole is non-zero compute frequencies from 0 to 2*pi.
- 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.