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)