def A(self):
        """Spectral VAR coefficients.

        .. math:: \mathbf{A}(f) = \mathbf{I} - \sum_{k=1}^{p} \mathbf{a}^{(k)}
                  \mathrm{e}^{-2\pi f}
        """
        return fft(np.dstack([np.eye(self.m), -self.b]),
                   self.nfft * 2 - 1)[:, :, :self.nfft]