Tests whether the coefficients in ma are invertible.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public bool IsInvertible(
	double[] ma
)
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