statsmodels.sandbox.tsa.fftarma.ArmaFft.fftarma

ArmaFft.fftarma(n=None) [source]

Fourier transform of ARMA polynomial, zero-padded at end to n

The Fourier transform of the ARMA process is calculated as the ratio of the fft of the MA polynomial divided by the fft of the AR polynomial.

Parameters: n (int) – length of array after zero-padding
Returns: fftarma – fft of zero-padded arma polynomial
Return type: ndarray

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.fftarma.html