statsmodels.sandbox.tsa.fftarma.ArmaFft.invertroots¶
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ArmaFft.
invertroots
(retnew=False)¶ Make MA polynomial invertible by inverting roots inside unit circle.
Parameters: retnew : bool
If False (default), then return the lag-polynomial as array. If True, then return a new instance with invertible MA-polynomial.
Returns: manew : ndarray
A new invertible MA lag-polynomial, returned if retnew is false.
wasinvertible : bool
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.