statsmodels.sandbox.tsa.fftarma.ArmaFft.arma2ar¶
-
ArmaFft.
arma2ar
(lags=None)¶ A finite-lag AR approximation of an ARMA process.
- Parameters
lags : int
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)