Thank you!
I guess it was not difficult,
but there's a question of priorities.
So, thank you again!
Oleh

6 листопада 2018, 16:49:30, від "Allin Cottrell" <cottrell@wfu.edu>:

On Tue, 6 Nov 2018, Allin Cottrell wrote:

> On Tue, 6 Nov 2018, oleg_komashko@ukr.net wrote:
>
>> Dear all,
>> On viewing $model bundle content
>> ainfo is indicated as list while it
>> looks like 1X9 matrix, a kind of
>> {p,q,P,Q,x5,x6,d,D,$pd}
>> I have always obtained x5=p,x6=q
>> It seems, it should be indicated as a matrix
>> Also, what are x5 and x6?
>
> I guess it should be set as a matrix, though it's all just integers. x5 and 
> x6 are, respectively, the numbers of non-seasonal AR and MA coefficients, np 
> and nq. These numbers will equal p and q (the maximum non-seasonal AR and MA 
> lags) unless the specification is "gappy". For example, if the AR spec is 
> given as {1,4} we'd have p = 4 but np = 2.

"ainfo" now appears as a matrix in the $model bundle after arma 
estimation. In addition, the roots now appear as a matrix under the 
name "roots". At present this is an old-style representation of a 
complex matrix, with real part in column 1 and imaginary part in 
column 2.

Allin
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