Am 07.11.2018 um 19:53 schrieb oleg_komashko@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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