statsmodels.tsa.arima_process.lpol_fiar

statsmodels.tsa.arima_process.lpol_fiar(d, n=20)

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