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

ArmaFft.periodogram(nobs=None)¶

Periodogram for ARMA process given by lag-polynomials ar and ma.

Returns:¶

wndarray

The frequencies.

sdndarray

The periodogram, also known as the spectral density.

Notes

Normalization ?

This uses signal.freqz, which does not use fft. There is a fft version somewhere.