statsmodels.tsa.arima_process.lpol_fima¶

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

MA representation of fractional integration

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

Parameters:¶

d : float¶

fractional power

n : int¶

number of terms to calculate, including lag zero

Returns:¶

ma – coefficients of lag polynomial

Return type:¶

ndarray