statsmodels.sandbox.tsa.fftarma.ArmaFft.spdroots¶
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ArmaFft.
spdroots_
(arroots, maroots, w)[source]¶ spectral density for frequency using polynomial roots
builds two arrays (number of roots, number of frequencies)
Parameters: arroots : ndarray
roots of ar (denominator) lag-polynomial
maroots : ndarray
roots of ma (numerator) lag-polynomial
w : array_like
frequencies for which spd is calculated
Notes
this should go into a function