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Re: AR model
Re: AR model
Sun, 5 Jul 2020 11:56:21 +0200
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On 04.07.2020 22:25, email@example.com wrote:
Thank you for your answer.
The fact is that yt=b0+b1*y^-1+b2*y^-2 is also written as (1-b1-b2)*L
being L the lag operator. This is why I wrote [1 -b1 -b2].
I want to find the roots of the corresponding polynomial for that AR
model. Should then I put: [1 b1 b2]? I find examples for polynomials
like x^2+x+1, for instance, but I need the way to express an AR model.
Could you help me? Thank you very much.
I am not an expert in AR model,
but taking the definition at
it seems not a simple polynomial operation.
The TSA package as some functions
that is referring to AR.
You may want it, of clarify better what you want to meet.
El sáb., 4 jul. 2020 22:12, Marco Atzeri <firstname.lastname@example.org
On 04.07.2020 21:37, email@example.com
> Good evening
> I have a doubt on polynomials. If I have an AR model like
> Yt=b0+b1*Yt-1+b2*Yt-2+et and I want to write the corresponding
> polynomial, would it be [1 -b1 -b2]?
> Thank you very much.
> Kind regards,
polynomials have positive exponents.
You seems to use negative ones b0+b1*Yt^-1+b2*Yt^-2
so they are not polynomial
Message not available
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