statsmodels.sandbox.tsa.fftarma.ArmaFft.invertroots¶
- ArmaFft.invertroots(retnew=False)¶
Make MA polynomial invertible by inverting roots inside unit circle.
- Parameters:
- retnewbool
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.
- wasinvertiblebool
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.
- manew