ARMApolyroots {arima2} | R Documentation |
ARMA polyroots
Description
This function calculates the roots of the AR or MA polynomials that correspond to an ARMA model.
Usage
ARMApolyroots(model, type = c("AR", "MA"))
Arguments
model |
Either of fitted object of class |
type |
character of value "AR" or "MA", indicating whether or not the AR or MA polynomial roots are desired. |
Value
A numeric vector containing the roots of the MA or AR polynomials
Examples
set.seed(123456)
ARMApolyroots(sample_ARMA_coef((order = c(2, 1))), type = "AR")
mod <- arima(lh, order = c(3,0,0))
ARMApolyroots(mod, type = "AR")
[Package arima2 version 3.1.0 Index]