Python Arma.is_invertibleの例

コード例 #1

 def test_invertible_arma(self):
     arma = Arma([0.5, 0.3], [1.1, 0.6, 0.1])
     self.assertTrue(arma.is_invertible())

コード例 #2

 def test_noninvertible_arma(self):
     arma = Arma([1.1], [-0.6, -0.55])
     self.assertFalse(arma.is_invertible())

コード例 #3

 def test_critical_ma_counts_as_not_invertible(self):
     arma = Arma([], [1.0])
     self.assertFalse(arma.is_invertible())

コード例 #4

 def test_noninvertible_pure_ma(self):
     arma = Arma([], [-1.1])
     self.assertFalse(arma.is_invertible())

コード例 #5

 def test_invertible_pure_ma(self):
     arma = Arma([], [1.1, 0.6, 0.1])
     self.assertTrue(arma.is_invertible())

コード例 #6

    def test_pure_ar_is_invertible(self):
        rng = default_rng(1)
        arma = Arma(rng.normal(size=4), [])

        self.assertTrue(arma.is_invertible())