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 |
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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