tsa.arima_process.arma2ar()
statsmodels.tsa.arima_process.arma2ar
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statsmodels.tsa.arima_process.arma2ar(ar, ma, nobs=100)
[source] -
get the AR representation of an ARMA process
Parameters: ar : array_like, 1d
auto regressive lag polynomial
ma : array_like, 1d
moving average lag polynomial
nobs : int
number of observations to calculate
Returns: ar : array, 1d
coefficients of AR lag polynomial with nobs elements
Notes
This is just an alias for
ar_representation = arma_impulse_response(ma, ar, nobs=100)
which has been fully tested against MATLAB.
© 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.tsa.arima_process.arma2ar.html