statsmodels.tsa.varma_process.VarmaPoly.stacksquare

VarmaPoly.stacksquare(a=None, name='ar', orientation='vertical')

Stack lagpolynomial vertically in 2d square array with eye

Parameters:

andarray, optional

Lag polynomial array to stack. If None, uses self.ar or self.ma, selected by name.

name{“ar”, “ma”}, optional

Which instance lag polynomial to use when a is None.

orientationstr, optional

Currently not used.

Returns:

ndarray

The lag polynomial stacked vertically into a 2d square array, with an identity block appended.