Summary
Check AR(MA) coeefficients.
Unit
StatTimeSerAnalysis
Declaration
Function CheckARMACoeffs(const Pars: array of TSample; Causality: boolean = true): boolean;
Result
true, if coefficients are causal/invertible.
Description
Check if AR coefficients are causal or MA coefficients are invertible.
Categories
ARMA and ARIMA routines
Declaration
Function CheckARMACoeffs(Coeffs: TVec; Causality: boolean = true): boolean;
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