Hi to all,
Folks I'm a little rusty...
What's now being meant by the 'roots' of an ARIMA model, please?
Dr RJF Hudson Qld Australia
----- Original Message -----
From: Sven Schreiber
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:
arma 1 2 ; QNC
matrix r = $["roots"]
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
the way to go (old-style accessors could be kept as syntactic sugar for
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