statsmodels.sandbox.tsa.fftarma.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