statsmodels.tsa.arima_process.arma2ar¶

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

A finite-lag AR approximation of an ARMA process.

Parameters:

ar (array_like) – The auto regressive lag polynomial.
ma (array_like) – The moving average lag polynomial.
lags (int) – The number of coefficients to calculate.

Returns:

The coefficients of AR lag polynomial with nobs elements.

Return type:

ndarray

Notes

Equivalent to arma_impulse_response(ma, ar, leads=100)