statsmodels.tsa.tests.test_arima_process.lpol_fima¶

statsmodels.tsa.tests.test_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 : array

coefficients of lag polynomial