statsmodels.tsa.arima_process.arma2ma¶
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statsmodels.tsa.arima_process.
arma2ma
(ar, ma, lags=100)[source]¶ A finite-lag approximate MA representation of an ARMA process.
Parameters: ar : ndarray
The auto regressive lag polynomial.
ma : ndarray
The moving average lag polynomial.
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)