statsmodels.tsa.arima_process.arma2ma

statsmodels.tsa.arima_process.arma2ma(ar, ma, lags=100)[source]

A finite-lag approximate MA representation of an ARMA process.

Parameters
arndarray

The auto regressive lag polynomial.

mandarray

The moving average lag polynomial.

lagsint

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)