statsmodels.tsa.arima_process.deconvolve

statsmodels.tsa.arima_process.deconvolve(num, den, n=None) [source]

Deconvolves divisor out of signal, division of polynomials for n terms

calculates den^{-1} * num

Parameters:	num (array_like) – signal or lag polynomial denom (array_like) – coefficients of lag polynomial (linear filter) n (None or int) – number of terms of quotient
Returns:	quot (array) – quotient or filtered series rem (array) – remainder

Notes

If num is a time series, then this applies the linear filter den^{-1}. If both num and den are both lag polynomials, then this calculates the quotient polynomial for n terms and also returns the remainder.

This is copied from scipy.signal.signaltools and added n as optional parameter.