statsmodels.tsa.arima_process.ArmaProcess.invertroots

ArmaProcess.invertroots(retnew=False)[source]

Make MA polynomial invertible by inverting roots inside unit circle.

Parameters:

retnew (bool) – 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.

  • wasinvertible (bool) – 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.