statsmodels.tsa.arima_process.arma2ma

statsmodels.tsa.arima_process.arma2ma(ar, ma, lags=100, **kwargs)[source]

Get the MA representation of an ARMA process

Parameters:
  • ar (array_like, 1d) – auto regressive lag polynomial
  • ma (array_like, 1d) – moving average lag polynomial
  • lags (int) – number of coefficients to calculate
Returns:

ar – coefficients of AR lag polynomial with nobs elements
Return type:

array, 1d

Notes

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

Examples