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From: | José Abílio Matos |
Subject: | Re: AR model |
Date: | Mon, 06 Jul 2020 13:59:37 +0100 |
On Sunday, 5 July 2020 20.39.23 WEST estefaniame@gmail.com wrote: > Thank you! I just want to calculate the roots of the associated polynomial > to an autoregressive model. If I put [b2 b1 b0], wouldn't it be > b2*x^2+b*x+b0?, as Octave represents polynomials from highest to lowest > degree. > > Can you help me? > > Best, > > Estefanía
Yes
roots([b2 b1 b0])
is what you are looking for.
For those who could be confused with this consider a stationary time series, then Y_t=Y_(t-1) and so on, that is why it is stationary. :-)
-- José Matos |
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