statsmodels.tsa.arima_process.arma2ma#
- statsmodels.tsa.arima_process.arma2ma(ar, ma, lags=100)[source]#
A finite-lag approximate MA representation of an ARMA process
- Parameters:
- ararray_like
The auto regressive lag polynomial.
- maarray_like
The moving average lag polynomial.
- lags
int,optional The number of coefficients to calculate.
- Returns:
ndarrayThe coefficients of MA lag polynomial with
lagselements.
Notes
Equivalent to
arma_impulse_response(ar, ma, leads=100)