statsmodels.tsa.arima_process.lpol_fiar¶

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

AR representation of fractional integration

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

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