AR.root: Computing roots of the characteristic AR polynomial

Description Usage Arguments Value

Description

Compute roots of the characteristic AR polynomial.

Usage

1
AR.root(Arima)

Arguments

Arima

Fitted ARIMA model from arima

Value

returns a three column data frame with the real, the imaginary part and the radius of the roots. The number of rows corresponds to the coefficients.


yanyachen/arimaMisc documentation built on May 4, 2019, 2:30 p.m.