roots {tfarima} | R Documentation |
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 |
... |
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)
[Package tfarima version 0.3.2 Index]