statsmodels.tsa.varma_process.VarmaPoly.getisinvertible

VarmaPoly.getisinvertible(a=None) [source]

check whether the auto-regressive lag-polynomial is stationary

Returns:
  • isinvertible (boolean)
  • *attaches*
  • maeigenvalues (complex array) – eigenvalues sorted by absolute value

References

formula taken from NAG manual

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.varma_process.VarmaPoly.getisinvertible.html