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statsmodels.sandbox.tsa.fftarma.ArmaFft.pad

ArmaFft.pad(maxlag) [source]

construct AR and MA polynomials that are zero-padded to a common length

Parameters: maxlag (int) – new length of lag-polynomials
Returns:
  • ar (ndarray) – extended AR polynomial coefficients
  • ma (ndarray) – extended AR polynomial coefficients

© 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.pad.html