statsmodels.tsa.arima_process.arma2ar

statsmodels.tsa.arima_process.arma2ar(ar, ma, lags=100)[source]

A finite-lag AR approximation of an ARMA process.

Parameters

ar : array_like

The auto regressive lag polynomial.

ma : array_like

The moving average lag polynomial.

lags : int

The number of coefficients to calculate.

Returns

ndarray

The coefficients of AR lag polynomial with nobs elements.

Notes

Equivalent to arma_impulse_response(ma, ar, leads=100)