El 02/02/12 02:58, Dr RJF Hudson escribió:
Hi to all,
Folks I'm a little rusty...
What's now being meant by the 'roots' of an ARIMA model, please?
Best wishes
Richard Hudson
Dr RJF Hudson Qld Australia
The roots of the AR and MA polynomials in the lag operator. They are at
the end of the model output that gretl produces. And Henrique was asking
for a way to save them for subsequent use in a script.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
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