statsmodels.tsa.arima_process.lpol_fima¶

statsmodels.tsa.arima_process.lpol_fima(d, n=20)[ソース]¶

MA representation of fractional integration

\[(1-L)^{-d} for |d|<0.5 or |d|<1 (?)\]

Parameters:¶

dfloat

fractional power

nint

number of terms to calculate, including lag zero

Returns:¶

mandarray

coefficients of lag polynomial