Overload List
| # | Signature | Description |
|---|---|---|
| 1 | function CheckARMACoeffs(const Coeffs: TVec; const Causality: Boolean): Boolean; | |
| 2 | function CheckARMACoeffs(const Pars: TDoubleArray; const Causality: Boolean): Boolean; | Check AR(MA) coeefficients. |
Overload 1: function CheckARMACoeffs(const Coeffs: TVec; const Causality: Boolean): Boolean;
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Coeffs | TVec | |
| 2 | Causality | Boolean |
Returns: Boolean
Overload 2: function CheckARMACoeffs(const Pars: TDoubleArray; const Causality: Boolean): Boolean;
Check AR(MA) coeefficients.
| # | Name | Description |
|---|---|---|
| 1 | Pars | Phi (AR) or Theta (MA) coefficients. |
| 2 | Causality | If true, Params are checked for causality. If false, Params are checked for invertibility. |
Returns: Boolean - true, if coefficients are causal/invertible.
Remarks:
Check if AR coefficients are causal or MA coefficients are invertible.