= Causality and invertibility root criteria for an ARMA model
For a minimal <ARMA> representation $\phi(B)X=\theta(B)\epsilon$, causality requires every zero of $\phi$ to lie strictly outside the unit disk, and invertibility requires the same of $\theta$. This makes the transfer function and its reciprocal analytic on a disk larger than the unit disk, giving geometrically decreasing one-sided filter coefficients. Cancel common factors before applying the criterion to the noise-driven representation.
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