tsa.arima_process.arma2ma()
statsmodels.tsa.arima_process.arma2ma
-
statsmodels.tsa.arima_process.arma2ma(ar, ma, nobs=100) -
get the impulse response function (MA representation) for ARMA process
Parameters: ma : array_like, 1d
moving average lag polynomial
ar : array_like, 1d
auto regressive lag polynomial
nobs : int
number of observations to calculate
Returns: ir : array, 1d
impulse response function with nobs elements
