statsmodels.tsa.arima_process.ArmaProcess.from_coeffs¶
-
classmethod
ArmaProcess.
from_coeffs
(arcoefs=None, macoefs=None, nobs=100)[source]¶ Create ArmaProcess from an ARMA representation.
- Parameters
arcoefs : array_like
Coefficient for autoregressive lag polynomial, not including zero lag. The sign is inverted to conform to the usual time series representation of an ARMA process in statistics. See the class docstring for more information.
macoefs : array_like
Coefficient for moving-average lag polynomial, excluding zero lag.
nobs : int, optional
Length of simulated time series. Used, for example, if a sample is generated.
- Returns
ArmaProcess
Class instance initialized with arcoefs and macoefs.
Examples
>>> arparams = [.75, -.25] >>> maparams = [.65, .35] >>> arma_process = sm.tsa.ArmaProcess.from_coeffs(ar, ma) >>> arma_process.isstationary True >>> arma_process.isinvertible True