statsmodels.tsa.filters.filtertools.miso_lfilter(ar, ma, x, useic=False)
[source]
use nd convolution to merge inputs, then use lfilter to produce output
arguments for column variables return currently 1d
Parameters: |
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Returns: |
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currently for 2d inputs only, no choice of axis Use of signal.lfilter requires that ar lag polynomial contains floating point numbers does not cut off invalid starting and final values
miso_lfilter find array y such that:
ar(L)y_t = ma(L)x_t
with shapes y (nobs,), x (nobs,nvars), ar (narlags,), ma (narlags,nvars)
© 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.filters.filtertools.miso_lfilter.html