VARMAResult.is_invertible

property VARMAResult.is_invertible: bool

Whether every moving-average root lies inside the unit circle.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> u = rng.standard_normal((302, 2))
>>> y = np.zeros((302, 2))
>>> for t in range(1, 302):
...     y[t] = 0.5 * y[t - 1] + u[t] + 0.4 * u[t - 1]
>>> VARMA(y[2:], order=(1, 1)).fit().is_invertible
True