Skip to content

Commit 391b9d8

Browse files
committed
quantecon.arma: Move scipy.signal to ARMA class definition
1 parent a8e2ddc commit 391b9d8

File tree

1 file changed

+4
-4
lines changed

1 file changed

+4
-4
lines changed

quantecon/arma.py

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -6,7 +6,6 @@
66
"""
77
import numpy as np
88
from numpy import conj, pi
9-
from scipy.signal import dimpulse, freqz, dlsim
109
from .util import check_random_state
1110

1211

@@ -61,6 +60,7 @@ class ARMA:
6160
processing we desire. Corresponds with the theta values
6261
6362
"""
63+
from scipy.signal import dimpulse, freqz, dlsim
6464

6565
def __init__(self, phi, theta=0, sigma=1):
6666
self._phi, self._theta = phi, theta
@@ -166,7 +166,7 @@ def impulse_response(self, impulse_length=30):
166166
167167
"""
168168
sys = self.ma_poly, self.ar_poly, 1
169-
times, psi = dimpulse(sys, n=impulse_length)
169+
times, psi = ARMA.dimpulse(sys, n=impulse_length)
170170
psi = psi[0].flatten() # Simplify return value into flat array
171171

172172
return psi
@@ -205,7 +205,7 @@ def spectral_density(self, two_pi=True, res=1200):
205205
The frequency response
206206
207207
"""
208-
w, h = freqz(self.ma_poly, self.ar_poly, worN=res, whole=two_pi)
208+
w, h = ARMA.freqz(self.ma_poly, self.ar_poly, worN=res, whole=two_pi)
209209
spect = h * conj(h) * self.sigma**2
210210

211211
return w, spect
@@ -253,6 +253,6 @@ def simulation(self, ts_length=90, random_state=None):
253253

254254
sys = self.ma_poly, self.ar_poly, 1
255255
u = random_state.randn(ts_length, 1) * self.sigma
256-
vals = dlsim(sys, u)[1]
256+
vals = ARMA.dlsim(sys, u)[1]
257257

258258
return vals.flatten()

0 commit comments

Comments
 (0)