statsmodels.sandbox.tsa.fftarma.ArmaFft.fftarma¶
method
-
ArmaFft.fftarma(n=None)[source]¶ Fourier transform of ARMA polynomial, zero-padded at end to n
The Fourier transform of the ARMA process is calculated as the ratio of the fft of the MA polynomial divided by the fft of the AR polynomial.
- Parameters
- nint
length of array after zero-padding
- Returns
- fftarmandarray
fft of zero-padded arma polynomial