statsmodels.tsa.arima_process.ArmaProcess.arma2ma¶
method
-
ArmaProcess.arma2ma(lags=None)[source]¶ Get the MA representation of an ARMA process
- Parameters
- ararray_like, 1d
auto regressive lag polynomial
- maarray_like, 1d
moving average lag polynomial
- lagsint
number of coefficients to calculate
- Returns
- ararray, 1d
coefficients of AR lag polynomial with nobs elements
Notes
Equivalent to
arma_impulse_response(ma, ar, leads=100)