statsmodels.tsa.arima_process.index2lpol#

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

Expand coefficients to lag poly

Parameters:
coeffsarray_like

non-zero coefficients of lag polynomial

indexarray_like

index (lags) of lag polynomial with non-zero elements

Returns:
arndarray

coefficients of lag polynomial