statsmodels.tsa.varma_process.VarmaPoly.getisinvertible

VarmaPoly.getisinvertible(a=None)

Check whether the moving-average lag-polynomial is invertible

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.