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statsmodels.tsa.varma_process.VarmaPoly.getisinvertible

VarmaPoly.getisinvertible(a=None)[source]

check whether the auto-regressive lag-polynomial is stationary

Returns:

isinvertible : boolean

*attaches* :

maeigenvalues : complex array

eigenvalues sorted by absolute value

References

formula taken from NAG manual

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