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statsmodels.sandbox.tsa.fftarma.ArmaFft.spdroots

ArmaFft.spdroots_(arroots, maroots, w)[source]

spectral density for frequency using polynomial roots

builds two arrays (number of roots, number of frequencies)

Parameters:

arroots : ndarray

roots of ar (denominator) lag-polynomial

maroots : ndarray

roots of ma (numerator) lag-polynomial

w : array_like

frequencies for which spd is calculated

Notes

this should go into a function

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