statsmodels.tsa.arima_process.lpol_fima

statsmodels.tsa.arima_process.lpol_fima(d, n=20)[source]

MA representation of fractional integration

(1-L)^{-d} for |d|<0.5 or |d|<1 (?)

Parameters:

d : float

fractional power

n : int

number of terms to calculate, including lag zero
Returns:

ma : array

coefficients of lag polynomial