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
----- Original Message -----
Sent: Thursday, February 02, 2012 5:31
AM
Subject: Re: [Gretl-users] Retrieving the
roots of an ARIMA
On 01/31/2012 09:13 PM, Allin Cottrell wrote:
> On Tue,
31 Jan 2012, Henrique Andrade wrote:
>
>> Is there any way to
retrieve the roots of an ARIMA model? Is there an
>> accessor that
allows this kind of operation?
>
> They are attached to the model
in question under the name
> "roots". While there is no "$roots"
accessor as such, it's now
> possible to retrieve them (in CVS and
snapshots) via the
> special form $["roots"]. This form will work for
any named
> data attached to the last model in the form of a scalar,
> series or matrix. Example:
>
> open data9-7
> arma
1 2 ; QNC
> matrix r = $["roots"]
> r
>
> This form
treats the last model as if it were a "bundle", from
> which any
suitable named data can be extracted.
>
Ho ho -- hold it
:-)
Seriously, isn't this new syntax being introduced a little hastily?
So
far everything that could be accessed got its $-accessor. This $[]
thing
seems to be all new. I'm not saying it's bad, but it seems to exist
in
parallel to the old-style accessor. After all, all existing
accessors
could now be re-defined, for example $coeff -> $["coeff"].
Maybe that's
the way to go (old-style accessors could be kept as syntactic
sugar
for
backward-compatibility).
cheers,
sven
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