Open signaflo opened 6 years ago
Any non-invertible MA model can be converted to an invertible one, except when the roots lie exactly on the unit circle. The algorithm for doing so first needs to be discovered and explained, and then implemented.
Any non-invertible MA model can be converted to an invertible one, except when the roots lie exactly on the unit circle. The algorithm for doing so first needs to be discovered and explained, and then implemented.