statsmodels.sandbox.tsa.fftarma.ArmaFft.periodogram¶
-
ArmaFft.
periodogram
(nobs=None)¶ Periodogram for ARMA process given by lag-polynomials ar and ma.
- Returns
w : ndarray
The frequencies.
sd : ndarray
The periodogram, also known as the spectral density.
Notes
Normalization ?
This uses signal.freqz, which does not use fft. There is a fft version somewhere.