statsmodels.tsa.arima_process.ArmaProcess.arma2ma¶
- ArmaProcess.arma2ma(lags=None)[source]¶
A finite-lag approximate MA representation of an ARMA process.
- Parameters:
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)
