VarmaPoly.getisinvertible()

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