Login Register

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

Comments

Leave a Comment

Please login to continue.

Popular Articles

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

ArmaFft.arma2ma() statsmodels.sandbox.tsa.fftarma.ArmaFft.arma2ma ArmaFft.arma2ma(nobs=None)