statsmodels.tsa.arima_process.lpol_fiar¶

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

AR representation of fractional integration

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

Parameters:¶

dfloat

fractional power

nint

number of terms to calculate, including lag zero

Returns:¶

arndarray

coefficients of lag polynomial

Notes:

first coefficient is 1, negative signs except for first term,

ar(L)*x_t