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ARMAMaxLikelihoodIsInvertible Method
Tests whether the coefficients in ma are invertible.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public bool IsInvertible(
	double[] ma
)

Parameters

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

Return Value

Type: Boolean
A bool scalar equal to true if the coefficients in ma are invertible and false otherwise.
See Also