statsmodels.tsa.arima_process.arma2ma¶
- statsmodels.tsa.arima_process.arma2ma(ar, ma, lags=100)[source]¶
A finite-lag approximate MA representation of an ARMA process.
- Parameters:
- ar
ndarray
The auto regressive lag polynomial.
- ma
ndarray
The moving average lag polynomial.
- lags
int
The number of coefficients to calculate.
- ar
- Returns:
ndarray
The coefficients of AR lag polynomial with nobs elements.
Notes
Equivalent to
arma_impulse_response(ma, ar, leads=100)