Login Register

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

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)