statsmodels.tsa.arima_process.lpol_fiar¶
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statsmodels.tsa.arima_process.
lpol_fiar
(d, n=20)[source]¶ AR representation of fractional integration
Parameters: d : float
fractional power
n : int
number of terms to calculate, including lag zero
Returns: ar : array
coefficients of lag polynomial
Notes:
first coefficient is 1, negative signs except for first term,
ar(L)*x_t