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:	d (float) – fractional power n (int) – number of terms to calculate, including lag zero
Returns:	ma – coefficients of lag polynomial
Return type:	array