IMSL C# Numerical Library

ARMAMaxLikelihood.IsInvertible Method 

Tests whether the coefficients in ma are invertible.

public bool IsInvertible(
   double[] ma
);

Parameters

ma
A double array containing the coefficients for the moving average terms in an ARMA model.

Return Value

A bool scalar equal to true if the coefficients in ma are invertible and false otherwise.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace