statsmodels.sandbox.tsa.fftarma.ArmaFft.fftarma

ArmaFft.fftarma(n=None)

Fourier transform of ARMA polynomial, zero-padded at end to n

The Fourier transform of the ARMA process is calculated as the ratio of the fft of the MA polynomial divided by the fft of the AR polynomial.

Parameters:n (int) – length of array after zero-padding Returns:fftarma – fft of zero-padded arma polynomial Return type:ndarray