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:
  • d (float) – fractional power
  • n (int) – number of terms to calculate, including lag zero
Returns:

ma – coefficients of lag polynomial

Return type:

array

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.lpol_fima.html