statsmodels.tsa.arima_process.lpol_fima

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

MA 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

ma – coefficients of lag polynomial

Return type

array