Tests whether the coefficients in ma are invertible.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
Visual Basic (Declaration) |
---|
Public Function IsInvertible ( _
ma As Double() _
) As Boolean |
Visual C++ |
---|
public:
bool IsInvertible(
array<double>^ ma
) |
Parameters
- ma
- Type: array<
System..::.Double
>[]()[]
A double array containing the coefficients for the
moving average terms in an ARMA model.
Return Value
A
bool scalar equal to
true if the
coefficients in
ma are invertible and
false otherwise.
See Also