non_invert

Check for invertibility of ARMA process

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

non_invert function

<dl><dt>ma</dt>
<dd>vector of moving average parameters.</dd></dl>

Arguments

Check for invertibility of ARMA process — non_invert

<dl>

<dt>ma</dt>
<dd>vector of moving average parameters.</dd>

</dl>

non_invert: Check for invertibility of ARMA process

Description

Usage

Value

Arguments