Wolfram Language & System 10.0 (2014)|Legacy Documentation

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WOLFRAM LANGUAGE FEATURED EXAMPLE

Find Conditions for Stationarity and Invertibility of Time Series Processes

    
Find conditions for an ARMAProcess[2,2] to be weakly stationary, using WeakStationarity:
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Find an instance of a weakly stationary ARMAProcess:
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Check that the process is weakly stationary:
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Find conditions for an ARMAProcess[2,2] to be invertible, using TimeSeriesInvertibility:
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Find an instance of an invertible ARMAProcess:
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Check that the process is invertible:
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