statsmodels.sandbox.tsa.fftarma.ArmaFft.periodogram¶
- ArmaFft.periodogram(nobs=None)¶
Periodogram for ARMA process given by lag-polynomials ar and ma.
Notes
Normalization ?
This uses signal.freqz, which does not use fft. There is a fft version somewhere.
Last update:
Jun 10, 2024