ArmaFft.pad()

statsmodels.sandbox.tsa.fftarma.ArmaFft.pad

ArmaFft.pad(maxlag) [source]

construct AR and MA polynomials that are zero-padded to a common length

Parameters:

Parameters:	maxlag : int new length of lag-polynomials
Returns:	ar : ndarray extended AR polynomial coefficients ma : ndarray extended AR polynomial coefficients

maxlag : int

new length of lag-polynomials

Returns:

ar : ndarray

extended AR polynomial coefficients

ma : ndarray

extended AR polynomial coefficients

© 2009–2012 Statsmodels Developers
© 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.pad.html