statsmodels.tsa.arima_process.ArmaProcess.invertroots¶
-
ArmaProcess.
invertroots
(retnew=False)[source]¶ Make MA polynomial invertible by inverting roots inside unit circle.
- Parameters
retnew : bool
If False (default), then return the lag-polynomial as array. If True, then return a new instance with invertible MA-polynomial.
- Returns
manew : ndarray
A new invertible MA lag-polynomial, returned if retnew is false.
wasinvertible : bool
True if the MA lag-polynomial was already invertible, returned if retnew is false.
armaprocess : new instance of class
If retnew is true, then return a new instance with invertible MA-polynomial.