class statsmodels.tsa.varma_process.VarmaPoly(ar, ma=None)
[source]
class to keep track of Varma polynomial format
getisinvertible ([a]) | check whether the auto-regressive lag-polynomial is stationary |
getisstationary ([a]) | check whether the auto-regressive lag-polynomial is stationary |
hstack ([a, name]) | stack lagpolynomial horizontally in 2d array |
hstackarma_minus1 () | stack ar and lagpolynomial vertically in 2d array |
reduceform (apoly) | this assumes no exog, todo |
stacksquare ([a, name, orientation]) | stack lagpolynomial vertically in 2d square array with eye |
vstack ([a, name]) | stack lagpolynomial vertically in 2d array |
vstackarma_minus1 () | stack ar and lagpolynomial vertically in 2d array |
© 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.tsa.varma_process.VarmaPoly.html