statsmodels.tsa.arima_process.arma2ma(ar, ma, lags=100, **kwargs)
[source]
Get the MA representation of an ARMA process
Parameters: |
|
---|---|
Returns: |
ar – coefficients of AR lag polynomial with nobs elements |
Return type: |
array, 1d |
Equivalent to arma_impulse_response(ma, ar, leads=100)
© 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.arma2ma.html