statsmodels.tsa.tests.test_arima_process.ArmaFft.pad¶

ArmaFft.pad(maxlag)[source]¶

construct AR and MA polynomials that are zero-padded to a common length

Parameters:

maxlag : int

new length of lag-polynomials

Returns:

ar : ndarray

extended AR polynomial coefficients

ma : ndarray

extended AR polynomial coefficients