Logo

statsmodels.sandbox.tsa.fftarma.ArmaFft.filter

ArmaFft.filter(x)[source]

filter a timeseries with the ARMA filter

padding with zero is missing, in example I needed the padding to get initial conditions identical to direct filter

Initial filtered observations differ from filter2 and signal.lfilter, but at end they are the same.

See also

tsa.filters.fftconvolve

Previous topic

statsmodels.sandbox.tsa.fftarma.ArmaFft.fftma

Next topic

statsmodels.sandbox.tsa.fftarma.ArmaFft.filter2

This Page