tsa.arima_process.lpol_fiar()
statsmodels.tsa.arima_process.lpol_fiar
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statsmodels.tsa.arima_process.lpol_fiar(d, n=20)
[source] -
AR representation of fractional integration
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
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.lpol_fiar.html