statsmodels.tsa.arima_process.lpol2index¶

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

Remove zeros from lag polynomial

Parameters:¶

ar : array_like¶

coefficients of lag polynomial

Returns:¶

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

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