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Stationary Time Series

wooju7533

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ch10. stationary time series
p.21
Invertibility: If the inverses of all roots of (L) are inside the unit circle,~~

1. what is roots??
2. i don't understand exactly what "invertibility/invertible" mean. please explain in detail
 

David Harper CFA FRM

David Harper CFA FRM
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#2
Hi @wooju7533 Admittedly, the time series in FRM lacks much "scaffolding" and will need improvement (many details that are likely not much testable)
  1. There are many resources for finding the roots of a polynomial. See https://brilliant.org/wiki/polynomial-roots/ or http://mathworld.wolfram.com/PolynomialRoots.html (I bet Kahn Academy has videos). I don't think wikipedia very accessible but here is the topic https://en.wikipedia.org/wiki/Zero_of_a_function
  2. Please see my answer on invertibility here at https://www.bionicturtle.com/forum/threads/meaning-of-invertible.13528/ Thanks,
 
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