6.11.6. statsmodels.sandbox.tsa.try_arma_more

Periodograms for ARMA and time series

theoretical periodogram of ARMA process and different version of periodogram estimation

uses scikits.talkbox and matplotlib

Created on Wed Oct 14 23:02:19 2009

Author: josef-pktd

6.11.6.1. Functions

acovf(x[, unbiased, demean, fft])	Autocovariance for 1D
arma_generate_sample(ar, ma, nsample[, ...])	Generate a random sample of an ARMA process
arma_periodogram(ar, ma[, worN, whole])	periodogram for ARMA process given by lag-polynomials ar and ma