ArmaFft.from_coeffs()
statsmodels.sandbox.tsa.fftarma.ArmaFft.from_coeffs
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ArmaFft.from_coeffs(arcoefs, macoefs, nobs=100)
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Create ArmaProcess instance from coefficients of the lag-polynomials
Parameters: arcoefs : array-like
Coefficient for autoregressive lag polynomial, not including zero lag. The sign is inverted to conform to the usual time series representation of an ARMA process in statistics. See the class docstring for more information.
macoefs : array-like
Coefficient for moving-average lag polynomial, including zero lag
nobs : int, optional
Length of simulated time series. Used, for example, if a sample is generated.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.from_coeffs.html