Login Register

ArmaFft.spdroots()

statsmodels.sandbox.tsa.fftarma.ArmaFft.spdroots

ArmaFft.spdroots(w) [source]

spectral density for frequency using polynomial roots

builds two arrays (number of roots, number of frequencies)

Links:

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

doc_statsmodels

2017-01-18 16:06:58

Comments

Leave a Comment

Please login to continue.

Popular Articles

ArmaFft.spdroots_() statsmodels.sandbox.tsa.fftarma.ArmaFft.spdroots ArmaFft.spdroots_(arroots, maroots, w) [source] spectral density for frequency using polynomial r

ArmaFft.arma2ar() statsmodels.sandbox.tsa.fftarma.ArmaFft.arma2ar ArmaFft.arma2ar(nobs=None)

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

ArmaFft.fftma() statsmodels.sandbox.tsa.fftarma.ArmaFft.fftma ArmaFft.fftma(n) [source] Fourier transform of MA polynomial, zero-padded at end to n Parameters: n

ArmaFft.filter() statsmodels.sandbox.tsa.fftarma.ArmaFft.filter ArmaFft.filter(x) [source] filter a timeseries with the ARMA filter padding with zero is missing, i