statsmodels.sandbox.tsa.fftarma.ArmaFft.spdpoly
-
ArmaFft.spdpoly(w, nma=50)[source] -
spectral density from MA polynomial representation for ARMA process
References
Cochrane, section 8.3.3
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.spdpoly.html
