AR 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:
ar (ndarray) – coefficients of lag polynomial
Notes
first coefficient is 1, negative signs except for first term,
ar(L)*x_t