statsmodels.tsa.arima_process.index2lpol¶

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

Expand coefficients to lag poly

Parameters:¶

coeffs : ndarray¶

non-zero coefficients of lag polynomial

index : ndarray¶

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

Returns:¶

ar – coefficients of lag polynomial

Return type:¶

array_like