ARFIMAResult.is_mean_reverting

property ARFIMAResult.is_mean_reverting: bool

Whether shocks die out, which holds on the wider range d < 1.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> walk = ARFIMA(np.cumsum(rng.standard_normal(400)), order=(0, 0)).fit()
>>> round(walk.d, 2), walk.is_mean_reverting
(0.5, True)