ARMAResult._invertibility_ma#

ARMAResult._invertibility_ma()[source]#

The multiplied polynomial \(\theta(L)\,\Theta(L^s)\), sign-corrected.

The invertibility assessment expects the polynomial in the same sign convention as the autoregressive one, so the expanded MA coefficients are negated before they are handed over.

Return type:

NDArray[double]

Returns:

(q + sQ,) coefficients.

Example

>>> rng = np.random.default_rng(0)
>>> res = ARMA(rng.standard_normal(200), order=(0, 1)).fit()
>>> bool(np.isclose(res._invertibility_ma()[0], -res.ma_params[0]))
True