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ArmaFft.acf2spdfreq()

statsmodels.sandbox.tsa.fftarma.ArmaFft.acf2spdfreq

ArmaFft.acf2spdfreq(acovf, nfreq=100, w=None) [source]

not really a method just for comparison, not efficient for large n or long acf

this is also similarly use in tsa.stattools.periodogram with window

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.acf2spdfreq.html

doc_statsmodels

2017-01-18 16:06:49

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