Re: [Gretl-users] a simple question about arima command output
Am 07.11.2018 um 19:53 schrieb oleg_komashko(a)ukr.net:
Dear all,
The question is:
how gretl computes frequencies for
arma polynomials roots, e. g.
Real Imaginary Modulus Frequency
-----------------------------------------------------------
AR
Root 1 -1.4519 1.7203 2.2511 0.3616
Root 2 -1.4519 -1.7203 2.2511 -0.3616
Root 3 1.7744 0.0000 1.7744 0.0000
-----------------------------------------------------------
Hi OIeh, does your question have any hidden reason, for example you
think the results are unexpected?
If not, then I'd say the standard answer is that it is the angle of the
root when it is considered as a vector in the complex plane. Only that
in the ARMA context many people talk about the inverse roots instead.
cheers,
sven
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