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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 : ndarray

fft of zero-padded arma polynomial

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