ArmaFft.filter2()

statsmodels.sandbox.tsa.fftarma.ArmaFft.filter2

ArmaFft.filter2(x, pad=0) [source]

filter a time series using fftconvolve3 with ARMA filter

padding of x currently works only if x is 1d in example it produces same observations at beginning as lfilter even without padding.

TODO: this returns 1 additional observation at the end