2) If so, is it correct: why frequencies are always
between -1/2
and 1/2 ?
The question is removed:
data and forecasts are cyclic
with period of abs(1/frequency) observations
Still, I do not know whether this pattern does not
depend on quantity of terms in a model
Oleh
8 листопада 2018, 13:59:09, від oleg_komashko(a)ukr.net:
I'll try to simplify my question
My guess is
frequency= +-angle/(2pi) 0<= angle<=pi
frequency = +-(2pi-angle)/(2pi) pi<angle<2pi
1) am I right?
2) If so, is it correct: why frequencies are always
between -1/2 and 1/2 ?
Oleh
8 листопада 2018, 13:22:40, від "Sven Schreiber" <svetosch(a)gmx.net>:
Am 08.11.2018 um 10:46 schrieb oleg_komashko(a)ukr.net:
it is the angle of the root
The matter is in that it is a
function of the angle
I have failed to guess what
the function it is. That's why
I have asked.
I'm not sure I understand the question. If the root is 0.5 + i*0.1, then the angle
should be atan(0.1 / 0.5) = 0.19739556 (in radians).
Then you still have to factor in that the ARMA "roots" that are given are
probably not the ones inside the unit circle (for stability), but in fact the inverse
roots outside the circle. So before taking the atan you'd have to invert the root.
Is that what you mean?
thanks,
sven
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