statsmodels.tsa.arima_process.ArmaProcess.invertroots#
- ArmaProcess.invertroots(retnew=False)[source]#
Make MA polynomial invertible by inverting roots inside unit circle
- Parameters:
- retnewbool,
optional If False (default), then return the lag-polynomial as array. If True, then return a new instance with invertible MA-polynomial.
- retnewbool,
- Returns:
- manew
ndarray 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.
- armaprocess
ArmaProcess If retnew is true, then return a new instance with invertible MA-polynomial.
- manew