statsmodels.tsa.varma_process.VarmaPoly.getisinvertible#
- VarmaPoly.getisinvertible(a=None)[source]#
Check whether the moving-average lag-polynomial is invertible
- Parameters:
- a
ndarray,optional The lag polynomial array to check. If None, uses the reduced form of
self.ma.
- a
- Returns:
- isinvertiblebool
True if all eigenvalues of the lag-polynomial are less than one in absolute value.
Notes
Attaches
maeigenvalues, the eigenvalues sorted by absolute value, as a complex array.References
Formula taken from NAG manual.