Root reflection of an ARMA representation (source code)

= Root reflection of an ARMA representation

Reflecting zeros across the unit circle can convert a noncausal or noninvertible <ARMA> representation to a causal invertible one with the same <time-series spectral density>. Scale the driving <white noise> variance according to the modulus factors. Define the new noise as a filter of the actual process; equality of two spectra alone proves equality of second-order structure, not equality of non-Gaussian laws. The resulting noise is <weak white noise> and need not be <independent> across time.