statsmodels.sandbox.tsa.fftarma.ArmaFft.invertroots

ArmaFft.invertroots(retnew=False)

make MA polynomial invertible by inverting roots inside unit circle

Parameters:

retnew : boolean

If False (default), then return the lag-polynomial as array. If True, then return a new instance with invertible MA-polynomial

Returns:

manew : array

new invertible MA lag-polynomial, returned if retnew is false.

wasinvertible : boolean

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