statsmodels.tsa.arima_process.lpol2index

statsmodels.tsa.arima_process.lpol2index(ar)

Remove zeros from lag polynomial

Parameters:

ar (array_like) – coefficients of lag polynomial

Returns:

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

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