statsmodels.sandbox.tsa.fftarma.ArmaFft.fftarma¶
- 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:
n (int) – length of array after zero-padding
- Returns:
fftarma – fft of zero-padded arma polynomial
- Return type:
ndarray
