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ArmaFft.spdpoly()

statsmodels.sandbox.tsa.fftarma.ArmaFft.spdpoly

ArmaFft.spdpoly(w, nma=50) [source]

spectral density from MA polynomial representation for ARMA process

References

Cochrane, section 8.3.3

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.spdpoly.html

doc_statsmodels

2025-01-10 15:47:30

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