Unit 18 Blending AR and MA components
An ARMA(p,q) model is invertible iff the roots of the AR side and the MA side are invertible. For a process to be considered arma it is stationary and invertible. Lets check it out with plotts.true again:
plotts.true.wge(250, phi = c(1.95, -1.9, 0.9025))
plotts.true.wge(250, theta = 0.95)
plotts.true.wge(250, phi = c(1.95, -1.9, 0.9025), theta = 0.95)
Lets also just take a moment that aic and aic5.wge exist and tell us things. There is no need to write them here because thats a lot of work