ArmaFft.spdroots_()

statsmodels.sandbox.tsa.fftarma.ArmaFft.spdroots

ArmaFft.spdroots_(arroots, maroots, w) [source]

spectral density for frequency using polynomial roots

builds two arrays (number of roots, number of frequencies)

Parameters:	arroots : ndarray roots of ar (denominator) lag-polynomial maroots : ndarray roots of ma (numerator) lag-polynomial w : array_like frequencies for which spd is calculated

Notes

this should go into a function