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:
dfloat

fractional power

nint

number of terms to calculate, including lag zero

Returns:
mandarray

coefficients of lag polynomial


Last update: May 25, 2024