tsa.arima_process.arma2ar()

statsmodels.tsa.arima_process.arma2ar

statsmodels.tsa.arima_process.arma2ar(ar, ma, nobs=100) [source]

get the AR representation of an ARMA process

登录查看完整内容
Parameters:

ar : array_like, 1d

auto regressive lag polynomial

ma : array_like, 1d

moving average lag polynomial

nobs : int

number of observations to calculate