statsmodels.tsa.arima_process.arma2ar

statsmodels.tsa.arima_process.arma2ar(ar, ma, lags=100, **kwargs) [source]

Get the AR 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 – coefficients of AR lag polynomial with nobs elements

Return type:

array, 1d

Notes

Equivalent to arma_impulse_response(ma, ar, leads=100)

Examples

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.arma2ar.html