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New in Mathematica 9Time Series and Stochastic Differential Equations

Find Conditions for Stationarity and Invertibility of Time Series Processes 

Find conditions for an ARMAProcess[2, 2] to be weakly stationary using WeakStationarity.

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Find an instance of a weakly stationary ARMAProcess[2, 2].

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Check that the process is weakly stationary.

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Find conditions for an ARMAProcess[2, 2] to be invertible using TimeSeriesInvertibility.

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Find an instance of an invertible ARMAProcess[2, 2].

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Check that the process is invertible.

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