tsa.filters.filtertools.fftconvolve3()
statsmodels.tsa.filters.filtertools.fftconvolve3
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statsmodels.tsa.filters.filtertools.fftconvolve3(in1, in2=None, in3=None, mode='full')
[source] -
Convolve two N-dimensional arrays using FFT. See convolve.
for use with arma (old version: in1=num in2=den in3=data
- better for consistency with other functions in1=data in2=num in3=den
- note in2 and in3 need to have consistent dimension/shape since I’m using max of in2, in3 shapes and not the sum
copied from scipy.signal.signaltools, but here used to try out inverse filter doesn’t work or I can’t get it to wor