statsmodels.tsa.arima_process.arma2ar

statsmodels.tsa.arima_process.arma2ar(ar, ma, lags=100, **kwargs) [source]

Get the AR representation of an ARMA process

Parameters:	ar (array_like, 1d) – auto regressive lag polynomial ma (array_like, 1d) – moving average lag polynomial lags (int) – number of coefficients to calculate
Returns:	ar – coefficients of AR lag polynomial with nobs elements
Return type:	array, 1d

Notes

Equivalent to arma_impulse_response(ma, ar, leads=100)

Examples