statsmodels.tsa.arima_process.arma2ma¶
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statsmodels.tsa.arima_process.
arma2ma
(ar, ma, lags=100, **kwargs)[source]¶ Get the MA representation of an ARMA process
Parameters: ar : array_like, 1d
auto regressive lag polynomial
ma : array_like, 1d
moving average lag polynomial
lags : int
number of coefficients to calculate
Returns: ar : array, 1d
coefficients of AR lag polynomial with nobs elements
Notes
Equivalent to
arma_impulse_response(ma, ar, leads=100)