statsmodels.tsa.arima_process.lpol_fiar

statsmodels.tsa.arima_process.lpol_fiar(d, n=20) [source]

AR representation of fractional integration

\[(1-L)^{d} for |d|<0.5 or |d|<1 (?)\]

Parameters:	d (float) – fractional power n (int) – number of terms to calculate, including lag zero
Returns:	ar (array) – coefficients of lag polynomial Notes first coefficient is 1, negative signs except for first term, ar(L)*x_t