roots: Roots of lag polynomials

In tfarima: Transfer Function and ARIMA Models

Roots of lag polynomials

Description

roots computes the roots of lag polynomials from polynomial objects and time series models that contain lag polynomials as components.

Usage

roots(x, ...)

## Default S3 method:
roots(x, ...)

## S3 method for class 'lagpol'
roots(x, table = TRUE, tol = 1e-05, ...)

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

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

Arguments

x	A model object containing lag polynomials ("um", "tfm") or a lag polynomial object ("lagpol").
...	Additional arguments passed to methods.
table	Logical. If TRUE returns detailed table, if FALSE complex vector.
tol	Tolerance for identifying distinct roots.
opr	character. Operators for which roots are computed. Options: "arma", "arma", "ar", "ma", "i" or "arima".

Value

Returns a summary table with the roots of each lagpol.

Examples

roots(c(1, 1.2, -0.8))
um1 <- um(ar = "(1 - 0.8B)(1 - 0.8B^12)")
roots(um1)

tfarima documentation built on Nov. 5, 2025, 7:43 p.m.