Re: [Gretl-users] a simple question about arima command output

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. Look also at new version of arima_sim.gfn uploaded: "F" argument to root2poly is not implemented Oleh 7 листопада 2018, 21:52:54, від "Sven Schreiber" <svetosch(a)gmx.net&gt;: 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 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users