statsmodels.tsa.arima_process.lpol2index

statsmodels.tsa.arima_process.lpol2index(ar)[source]

Remove zeros from lag polynomial

Parameters:
ararray_like

coefficients of lag polynomial

Returns:
coeffsndarray

non-zero coefficients of lag polynomial

indexndarray

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


Last update: Mar 18, 2024