W3cubDocs

/Statsmodels

statsmodels.tsa.arima_process.index2lpol

statsmodels.tsa.arima_process.index2lpol(coeffs, index) [source]

Expand coefficients to lag poly

Parameters:
  • coeffs (array) – non-zero coefficients of lag polynomial
  • index (array) – index (lags) of lag polynomial with non-zero elements
Returns:

ar – coefficients of lag polynomial

Return type:

array_like

© 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.index2lpol.html