VMAInvertibility (NM DEV API (v1.2.4) by NM)

java.lang.Object
- dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma.VMAInvertibility

```
public class VMAInvertibility
extends Object
```
The inverse representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of the Moving Averages.

Field Summary

Fields
Modifier and Type Field Description

static int DEFAULT_NLAGS
the default number of lags

Constructor Summary

Constructors
Constructor	Description
`VMAInvertibility(VARMAModel model)`	Construct the inverse representation of an ARMA model up to the default number of lags `DEFAULT_NLAGS`.
`VMAInvertibility(VARMAModel model, int nLags)`	Construct the inverse representation of an ARMA model.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`VMAModel`	`getMAModel()`	Get the MA model of the inverse representation.
`Matrix[]`	`PI()`	Get the coefficients of the linear representation of the time series.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - DEFAULT_NLAGS
```
public static final int DEFAULT_NLAGS
```
    the default number of lags
    
    See Also:
    
    Constant Field Values
- Constructor Detail
  - VMAInvertibility
```
public VMAInvertibility(VARMAModel model,
                        int nLags)
```
    Construct the inverse representation of an ARMA model.
    
    Parameters:
    
    model - an ARMA model
    
    nLags - the number of lags
  - VMAInvertibility
```
public VMAInvertibility(VARMAModel model)
```
    Construct the inverse representation of an ARMA model up to the default number of lags DEFAULT_NLAGS.
    
    Parameters:
    
    model - an ARMA model
- Method Detail
  - PI
```
public Matrix[] PI()
```
    Get the coefficients of the linear representation of the time series.
    
    Returns:
    
    the coefficients of the linear representation
  - getMAModel
```
public VMAModel getMAModel()
```
    Get the MA model of the inverse representation.
    
    Returns:
    
    the MA model of the inverse representation