W3cubDocs

/Statsmodels

statsmodels.sandbox.tsa.fftarma.ArmaFft.filter2

ArmaFft.filter2(x, pad=0) [source]

filter a time series using fftconvolve3 with ARMA filter

padding of x currently works only if x is 1d in example it produces same observations at beginning as lfilter even without padding.

TODO: this returns 1 additional observation at the end

© 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.sandbox.tsa.fftarma.ArmaFft.filter2.html