statsmodels.tsa.arima_process.ArmaProcess.invertroots

ArmaProcess.invertroots(retnew=False)[source]

Make MA polynomial invertible by inverting roots inside unit circle.

Parameters:
retnewbool

If False (default), then return the lag-polynomial as array. If True, then return a new instance with invertible MA-polynomial.

Returns:
manewndarray

A new invertible MA lag-polynomial, returned if retnew is false.

wasinvertiblebool

True if the MA lag-polynomial was already invertible, returned if retnew is false.

armaprocessnew instance of class

If retnew is true, then return a new instance with invertible MA-polynomial.


Last update: May 25, 2024