ARMAMaxLikelihood.IsInvertible Method

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
)

Public Function IsInvertible ( 
	ma As Double()
) As Boolean

public:
bool IsInvertible(
	array<double>^ ma
)

member IsInvertible : 
        ma : float[] -> bool

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

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