AR representation of fractional integration
(1-L)^{d} for |d|<0.5 or |d|<1 (?)
d : float
fractional power
n : int
number of terms to calculate, including lag zero
ar : array
coefficients of lag polynomial
Notes: :
first coefficient is 1, negative signs except for first term, :
ar(L)*x_t :
statsmodels.tsa.arima_process.lpol2index
statsmodels.tsa.arima_process.lpol_fima
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