statsmodels.tsa.arima_process.lpol_fima¶

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

MA representation of fractional integration

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

Parameters:¶

dfloat

fractional power

nint

number of terms to calculate, including lag zero

Returns:¶

mandarray

coefficients of lag polynomial