A finite-lag approximate MA representation of an ARMA process.
- Parameters
- ar
ndarray
The auto regressive lag polynomial.
- ma
ndarray
The moving average lag polynomial.
- lags
int
The number of coefficients to calculate.
- Returns
ndarray
The coefficients of AR lag polynomial with nobs elements.
Notes
Equivalent to arma_impulse_response(ma, ar, leads=100)