statsmodels.tsa.arima_process.lpol_fima

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

MA 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

mandarray

coefficients of lag polynomial