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statsmodels.tsa.arima_process.ArmaProcess.invertroots

ArmaProcess.invertroots(retnew=False) [source]

Make MA polynomial invertible by inverting roots inside unit circle

Parameters: retnew (boolean) – If False (default), then return the lag-polynomial as array. If True, then return a new instance with invertible MA-polynomial
Returns:
  • manew (array) – new invertible MA lag-polynomial, returned if retnew is false.
  • wasinvertible (boolean) – True if the MA lag-polynomial was already invertible, returned if retnew is false.
  • armaprocess (new instance of class) – If retnew is true, then return a new instance with invertible MA-polynomial

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.ArmaProcess.invertroots.html