IMSL C# Numerical Library

ARMAMaxLikelihood.IsStationary Method 

Tests whether the coefficients in ar are stationary.

public bool IsStationary(
   double[] ar
);

Parameters

ar
A double array containing the coefficients for the autoregressive terms in an ARMA model.

Return Value

A bool scalar equal to true if the coefficients in ar are stationary and false otherwise.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace