You are here: Symbol Reference > StatTimeSerAnalysis Namespace > Functions > StatTimeSerAnalysis.CheckARMACoeffs Function
Check AR(MA) coeefficients.
function CheckARMACoeffs(const Pars: Array of double; const Causality: boolean = true): boolean; overload;
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Parameters |
Description |
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Pars |
Phi (AR) or Theta (MA) coefficients. |
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Causality |
If true, Params are checked for causality. If false, Params are checked for invertibility. |
true, if coefficients are causal/invertible.
Check if AR coefficients are causal or MA coefficients are invertible.
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