statsmodels.tsa.varma_process.VarmaPoly.getisinvertible¶

VarmaPoly.getisinvertible(a=None)[ソース]¶

check whether the auto-regressive lag-polynomial is stationary

Returns:¶

isinvertiblebool

attaches

maeigenvaluescomplex array

eigenvalues sorted by absolute value

References

formula taken from NAG manual