statsmodels.tsa.arima_process.index2lpol¶

statsmodels.tsa.arima_process.index2lpol(coeffs, index)[source]¶

Expand coefficients to lag poly

Parameters:¶

coeffsndarray

non-zero coefficients of lag polynomial

indexndarray

index (lags) of lag polynomial with non-zero elements

Returns:¶

ararray_like

coefficients of lag polynomial