tsa.arima_process.deconvolve()

statsmodels.tsa.arima_process.deconvolve

statsmodels.tsa.arima_process.deconvolve(num, den, n=None) [source]

Deconvolves divisor out of signal, division of polynomials for n terms

calculates den^{-1} * num

Parameters:

num : array_like

signal or lag polynomial

denom : array_like

coefficients of lag polynomial (linear filter)

n : None or int

number of terms of quotient

Returns:

quot : array

quotient or filtered series

rem : array

remainder

Notes

If num is a time series, then this applies the linear filter den^{-1}. If both num and den are both lagpolynomials, then this calculates the quotient polynomial for n terms and also returns the remainder.

This is copied from scipy.signal.signaltools and added n as optional parameter.

© 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.deconvolve.html

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