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ArmaFft.spd()

statsmodels.sandbox.tsa.fftarma.ArmaFft.spd

ArmaFft.spd(npos) [source]

raw spectral density, returns Fourier transform

n is number of points in positive spectrum, the actual number of points is twice as large. different from other spd methods with fft

Links:

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

doc_statsmodels

2017-01-18 16:06:56

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