statsmodels.tsa.arima_process.arma2ma

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

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)