classmethod ArmaProcess.from_coeffs(arcoefs=None, macoefs=None, nobs=100)
[source]
Convenience function to create ArmaProcess from ARMA representation
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>>> arparams = [.75, -.25] >>> maparams = [.65, .35] >>> arma_process = sm.tsa.ArmaProcess.from_coeffs(ar, ma) >>> arma_process.isstationary True >>> arma_process.isinvertible True
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© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.ArmaProcess.from_coeffs.html