statsmodels.tsa.arima_process.ArmaProcess.arma2ma

method

ArmaProcess.arma2ma(lags=None)[source]

Get the MA representation of an ARMA process

Parameters:

ar : array_like, 1d

auto regressive lag polynomial

ma : array_like, 1d

moving average lag polynomial

lags : int

number of coefficients to calculate

Returns:

ar : array, 1d

coefficients of AR lag polynomial with nobs elements

Notes

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