statsmodels.tsa.arima_process.index2lpol

statsmodels.tsa.arima_process.index2lpol(coeffs, index)

Expand coefficients to lag poly

Parameters:

• coeffs (ndarray) – non-zero coefficients of lag polynomial

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

Returns:

ar – coefficients of lag polynomial

Return type:

array_like