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Re: AR model


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 estefaniame@gmail.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

> degree.

>

> Can you help me?

>

> Best,

>

> Estefanía

 

Yes

 

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. :-)

 

--

José Matos


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