statsmodels.sandbox.tsa.fftarma.ArmaFft.periodogram¶
- ArmaFft.periodogram(nobs=None)¶
Periodogram for ARMA process given by lag-polynomials ar and ma.
- Returns:
- w
ndarray
The frequencies.
- sd
ndarray
The periodogram, also known as the spectral density.
- w
Notes
Normalization ?
This uses signal.freqz, which does not use fft. There is a fft version somewhere.