ArmaFft.fftarma()

statsmodels.sandbox.tsa.fftarma.ArmaFft.fftarma

ArmaFft.fftarma(n=None) [source]

Fourier transform of ARMA polynomial, zero-padded at end to n

The Fourier transform of the ARMA process is calculated as the ratio of the fft of the MA polynomial divided by the fft of the AR polynomial.

Parameters:	n : int length of array after zero-padding
Returns:	fftarma : ndarray fft of zero-padded arma polynomial