statsmodels.tsa.varma_process.VarmaPoly.getisinvertible¶

VarmaPoly.getisinvertible(a=None)[source]¶

check whether the auto-regressive lag-polynomial is stationary

Returns:¶

• isinvertible (bool)

• *attaches*

• maeigenvalues (complex array) – eigenvalues sorted by absolute value

References

formula taken from NAG manual