statsmodels.tsa.arima_process.ArmaProcess.arma2ma

ArmaProcess.arma2ma(lags=None)

A finite-lag approximate MA representation of an ARMA process

Parameters:

lagsint, optional

The number of coefficients to calculate.

Returns:

ndarray

The coefficients of MA lag polynomial with lags elements.

Notes

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