6.11.7.1.4. statsmodels.sandbox.tsa.try_fi.lpol_fima¶

statsmodels.sandbox.tsa.try_fi.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 : array coefficients of lag polynomial