statsmodels.tsa.arima_process.lpol_fima

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

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:

ndarray