statsmodels.tsa.arima_process.ArmaProcess.periodogram¶
- ArmaProcess.periodogram(nobs=None)[source]¶
Periodogram for ARMA process given by lag-polynomials ar and ma.
- Returns:
w (ndarray) – The frequencies.
sd (ndarray) – The periodogram, also known as the spectral density.
Notes
Normalization ?
This uses signal.freqz, which does not use fft. There is a fft version somewhere.
