statsmodels.tsa.arima_process.ar2arma(ar_des, p, q, n=20, mse='ar', start=None)
[source]
Find arma approximation to ar process
This finds the ARMA(p,q) coefficients that minimize the integrated squared difference between the impulse_response functions (MA representation) of the AR and the ARMA process. This does not check whether the MA lag polynomial of the ARMA process is invertible, neither does it check the roots of the AR lag polynomial.
Parameters: 


Returns: 

Extension is possible if we want to match autocovariance instead of impulse response function.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.ar2arma.html