|From:||José Abílio Matos|
|Subject:||Re: AR model|
|Date:||Mon, 06 Jul 2020 13:59:37 +0100|
On Sunday, 5 July 2020 20.39.23 WEST email@example.com wrote:
> Thank you! I just want to calculate the roots of the associated polynomial
> to an autoregressive model. If I put [b2 b1 b0], wouldn't it be
> b2*x^2+b*x+b0?, as Octave represents polynomials from highest to lowest
> Can you help me?
roots([b2 b1 b0])
is what you are looking for.
For those who could be confused with this consider a stationary time series, then Y_t=Y_(t-1) and so on, that is why it is stationary. :-)
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