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ArmaFft.pad()

statsmodels.sandbox.tsa.fftarma.ArmaFft.pad

ArmaFft.pad(maxlag) [source]

construct AR and MA polynomials that are zero-padded to a common length

Parameters:

maxlag : int

new length of lag-polynomials

Returns:

ar : ndarray

extended AR polynomial coefficients

ma : ndarray

extended AR polynomial coefficients

Links:

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

doc_statsmodels

2017-01-18 16:06:55

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