statsmodels.tsa.arima_process.index2lpol

statsmodels.tsa.arima_process.index2lpol(coeffs, index)

expand coefficients to lag poly

Parameters:

coeffs : array

non-zero coefficients of lag polynomial

index : array

index (lags) of lagpolynomial with non-zero elements

ar : array_like

coefficients of lag polynomial

Returns:

ar : array_like

coefficients of lag polynomial