statsmodels.tsa.arima_process.index2lpol

statsmodels.tsa.arima_process.index2lpol(coeffs, index)[source]

Expand coefficients to lag poly

Parameters
  • coeffs (array) – non-zero coefficients of lag polynomial

  • index (array) – index (lags) of lag polynomial with non-zero elements

Returns

ar – coefficients of lag polynomial

Return type

array_like