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tsa.arima_process.lpol_fiar()

statsmodels.tsa.arima_process.lpol_fiar

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

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 : array

coefficients of lag polynomial

Notes: :

first coefficient is 1, negative signs except for first term, :

ar(L)*x_t :
doc_statsmodels
doc_statsmodels
2017-01-18 16:20:55
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