roots: Roots of the lag polynomials of an ARIMA model

In tfarima: Transfer Function and ARIMA Models

Roots of the lag polynomials of an ARIMA model

Description

roots compute the roots of the AR, I, MA lag polynomials an ARIMA model.

Usage

roots(x, ...)

## S3 method for class 'um'
roots(x, opr = c("arma", "ar", "ma", "i", "arima"), ...)

Arguments

x	an object of class um.
...	additional arguments.
opr	character that indicates which operators are selected.

Value

List of matrices with the roots of each single polynomial.

Examples

um1 <- um(ar = "(1 - 0.8B)(1 - 0.8B^12)")
roots(um1)

tfarima documentation built on May 20, 2022, 5:06 p.m.