7.8.4.3. statsmodels.tsa.arima_process.arma2ar¶

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

get the AR representation of an ARMA process

Parameters:	ar : array_like, 1d auto regressive lag polynomial ma : array_like, 1d moving average lag polynomial nobs : int number of observations to calculate
Returns:	ar : array, 1d coefficients of AR lag polynomial with nobs elements `

Notes

This is just an alias for

ar_representation = arma_impulse_response(ma, ar, nobs=100)

fully tested against matlab