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Re: AR model
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From: |
Marco Atzeri |
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Subject: |
Re: AR model |
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Date: |
Sat, 4 Jul 2020 22:11:53 +0200 |
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User-agent: |
Mozilla/5.0 (Windows NT 10.0; WOW64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0 |
On 04.07.2020 21:37, estefaniame@gmail.com wrote:
Good evening
I have a doubt on polynomials. If I have an AR model like
Yt=b0+b1*Yt-1+b2*Yt-2+et and I want to write the corresponding
polynomial, would it be [1 -b1 -b2]?
Thank you very much.
Kind regards,
Estefanía
polynomials have positive exponents.
You seems to use negative ones b0+b1*Yt^-1+b2*Yt^-2
so they are not polynomial
https://octave.org/doc/v5.2.0/Polynomial-Manipulations.html
Marco
- AR model, estefaniame, 2020/07/04
- Re: AR model,
Marco Atzeri <=
- Re: AR model, Juan Pablo Carbajal, 2020/07/05
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