statsmodels.tsa.arima_process.index2lpol

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

Expand coefficients to lag poly

Parameters:
coeffsndarray

non-zero coefficients of lag polynomial

indexndarray

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

Returns:
ararray_like

coefficients of lag polynomial


Last update: Sep 01, 2023