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StatTimeSerAnalysis.CheckARMACoeffs Method ([In] double[], [In] bool)
StatTimeSerAnalysis Class  StatTimeSerAnalysis Members  Dew.Stats.Units Namespace  CheckARMACoeffs Method
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Check AR(MA) coeefficients.

Syntax
C#
Visual Basic
public static bool CheckARMACoeffs([In] double[] Pars, [In] bool Causality);
Parameters
Parameters 
Description 
[In] double[] Pars 
Phi (AR) or Theta (MA) coefficients. 
[In] bool Causality 
If true, Params are checked for causality. If false, Params are checked for invertibility. 
Returns

true, if coefficients are causal/invertible.

Remarks

Check if AR coefficients are causal or MA coefficients are invertible.

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