tsa.arima_process.lpol_fima()

statsmodels.tsa.arima_process.lpol_fima

statsmodels.tsa.arima_process.lpol_fima(d, n=20) [source]

MA representation of fractional integration

$(1-L)^{-d} for |d|<0.5 or |d|<1 (?)$

Parameters:

Parameters:	d : float fractional power n : int number of terms to calculate, including lag zero
Returns:	ma : array coefficients of lag polynomial

d : float

fractional power

n : int

number of terms to calculate, including lag zero

Returns:

ma : array

coefficients of lag polynomial

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© 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_fima.html