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statsmodels.sandbox.tsa.fftarma.ArmaFft.spd

ArmaFft.spd(npos) [source]

raw spectral density, returns Fourier transform

n is number of points in positive spectrum, the actual number of points is twice as large. different from other spd methods with fft

© 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.spd.html