statsmodels.tsa.arima_process.lpol2index

statsmodels.tsa.arima_process.lpol2index(ar)

remove zeros from lagpolynomial, squeezed representation with index

Parameters:

ar : array_like

coefficients of lag polynomial

Returns:

coeffs : array

non-zero coefficients of lag polynomial

index : array

index (lags) of lagpolynomial with non-zero elements