def stationary_coefficients(self, j, coeff_type='ma'):
        """
        Wold representation moving average or VAR coefficients for the
        steady state Kalman filter.

        Parameters
        ----------
        j : int
            The lag length
        coeff_type : string, either 'ma' or 'var' (default='ma')
            The type of coefficent sequence to compute.  Either 'ma' for
            moving average or 'var' for VAR.
        """
        # == simplify notation == #
        A, G = self.ss.A, self.ss.G
        K_infinity = self.K_infinity
        # == compute and return coefficients == #
        coeffs = []
        i = 1
        if coeff_type == 'ma':
            coeffs.append(np.identity(self.ss.k))
            P_mat = A
            P = np.identity(self.ss.n)  # Create a copy
        elif coeff_type == 'var':
            coeffs.append(dot(G, K_infinity))
            P_mat = A - dot(K_infinity, G)
            P = np.copy(P_mat)  # Create a copy
        else:
            raise ValueError("Unknown coefficient type")
        while i <= j:
            coeffs.append(dot(dot(G, P), K_infinity))
            P = dot(P, P_mat)
            i += 1
        return coeffs