tsa.arima_process.arma_impulse_response()
statsmodels.tsa.arima_process.arma_impulse_response
-
statsmodels.tsa.arima_process.arma_impulse_response(ar, ma, nobs=100)[source] -
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
no
