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

ArmaFft.fftarma(n=None)[source]¶

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:¶

nint

length of array after zero-padding

Returns:¶

fftarmandarray

fft of zero-padded arma polynomial