ARMAMaxLikelihoodIsInvertible Method |
Tests whether the coefficients in ma are invertible.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public bool IsInvertible(
double[] ma
)
Public Function IsInvertible (
ma As Double()
) As Boolean
public:
bool IsInvertible(
array<double>^ ma
)
member IsInvertible :
ma : float[] -> bool
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