statsmodels.tsa.arima_process.ArmaProcess.periodogram¶
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ArmaProcess.
periodogram
(nobs=None)[source]¶ Periodogram for ARMA process given by lag-polynomials ar and ma.
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.