statsmodels.tsa.arima_process.deconvolve¶
- statsmodels.tsa.arima_process.deconvolve(num, den, n=None)[source]¶
Deconvolves divisor out of signal, division of polynomials for n terms
calculates den^{-1} * num
- Parameters:
- Returns:
- quot
ndarray
quotient or filtered series
- rem
ndarray
remainder
- quot
Notes
If num is a time series, then this applies the linear filter den^{-1}. If both num and den are both lag polynomials, then this calculates the quotient polynomial for n terms and also returns the remainder.
This is copied from scipy.signal.signaltools and added n as optional parameter.