BUILT-IN MATHEMATICA SYMBOL
gives conditions for the time-series process tproc to be invertible.
- A time-series process is invertible if it can be written as an autoregressive time series, possibly of infinite order, such that the autoregressive coefficients are absolutely summable.
- An invertible time-series representation with preserved moments can be found using ToInvertibleTimeSeries.
- TimeSeriesInvertibility can be used with time-series processes such as MAProcess, ARMAProcess, ARIMAProcess, and FARIMAProcess.
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