statsmodels.tsa.arima_process.deconvolve¶
-
statsmodels.tsa.arima_process.
deconvolve
(num, den, n=None)[source]¶ Deconvolves divisor out of signal, division of polynomials for n terms
calculates den^{-1} * num
- Parameters
- numarray_like
signal or lag polynomial
- denomarray_like
coefficients of lag polynomial (linear filter)
- n
None
orint
number of terms of quotient
- Returns
Notes
If num is a time series, then this applies the linear filter den^{-1}. If both num and den are both lag polynomials, then this calculates the quotient polynomial for n terms and also returns the remainder.
This is copied from scipy.signal.signaltools and added n as optional parameter.