statsmodels.tsa.filters.filtertools.fftconvolve3¶

statsmodels.tsa.filters.filtertools.fftconvolve3(in1, in2=None, in3=None, mode='full')[source]¶

Convolve two N-dimensional arrays using FFT. See convolve.

For use with arma (old version: in1=num in2=den in3=data

• better for consistency with other functions in1=data in2=num in3=den

• note in2 and in3 need to have consistent dimension/shape since I’m using max of in2, in3 shapes and not the sum

copied from scipy.signal.signaltools, but here used to try out inverse filter does not work or I cannot get it to work

2010-10-23 looks ok to me for 1d, from results below with padded data array (fftp) but it does not work for multidimensional inverse filter (fftn) original signal.fftconvolve also uses fftn