7.8.4.14. 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