Re: [Gretl-users] Retrieving the roots of an ARIMA
On Tue, 31 Jan 2012, Henrique Andrade wrote:
Is there any way to retrieve the roots of an ARIMA model? Is there
an
accessor that allows this kind of operation?
They are attached to the model in question under the name
"roots". While there is no "$roots" accessor as such, it's now
possible to retrieve them (in CVS and snapshots) via the
special form $["roots"]. This form will work for any named
data attached to the last model in the form of a scalar,
series or matrix. Example:
open data9-7
arma 1 2 ; QNC
matrix r = $["roots"]
r
This form treats the last model as if it were a "bundle", from
which any suitable named data can be extracted.
Allin Cottrell