6.11.7. statsmodels.sandbox.tsa.try_fi¶
using lfilter to get fractional integration polynomial (1-L)^d, d<1 ri is (1-L)^(-d), d<1
second part in here is ar2arma
only examples left
6.11.7.1. Functions¶
ar2arma (ar_des, p, q[, n, mse, start]) |
find arma approximation to ar process |
arma_impulse_response (ar, ma[, nobs]) |
get the impulse response function (MA representation) for ARMA process |
lpol_fiar (d[, n]) |
AR representation of fractional integration |
lpol_fima (d[, n]) |
MA representation of fractional integration |
lpol_sdiff (s) |
return coefficients for seasonal difference (1-L^s) |