AR representation of fractional integration
\[(1-L)^{d} for |d|<0.5 or |d|<1 (?)\]
- Parameters:
- d
float fractional power
- n
int, optional number of terms to calculate, including lag zero
- Returns:
- ar
ndarray coefficients of lag polynomial
Notes
first coefficient is 1, for 0 < d < 1 the other coefficients are negative,
ar(L)*x_t
