Re: [Gretl-users] AR roots?
On Tue, 20 Jul 2010, Sven Schreiber wrote:
My impression from the econometrics literature is that there is
no fixed convention [regarding the definition of the roots of an
ARMA process]...
If the polynomial is not defined in the docs (haven't checked) I
agree that clarifying gretl's convention would help.
I've added a note to the help for the "arima" command.
Allin Cottrell