statsmodels.sandbox.tsa.fftarma.ArmaFft.filter2¶
- ArmaFft.filter2(x, pad=0)[source]¶
filter a time series using fftconvolve3 with ARMA filter
padding of x currently works only if x is 1d in example it produces same observations at beginning as lfilter even without padding.
TODO: this returns 1 additional observation at the end
Last update:
Jun 10, 2024