ArmaProcess.invertroots()

statsmodels.tsa.arima_process.ArmaProcess.invertroots

ArmaProcess.invertroots(retnew=False) [source]

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