statsmodels.sandbox.tsa.fftarma.ArmaFft.arma2ar¶

ArmaFft.arma2ar(lags=None)¶

A finite-lag AR approximation of an ARMA process.

Parameters:¶

lagsint

The number of coefficients to calculate.

Returns:¶

ndarray

The coefficients of AR lag polynomial with nobs elements.

Notes

Equivalent to arma_impulse_response(ma, ar, leads=100)