{smcl}
{* *! version 1.01 2008-02-07}{...}
{cmd:help armaroots}
{hline}
{title:Roots of AR- and MA-polynomials}
{title:Syntax}
{p 8 25 2}
{cmd:armaroots}
[{cmd:,}
{opt nog:raph}]
{title:Description}
{p}{cmd:armaroots} is for use after {cmd:arima}.
It calculates the roots of the characteristic polynomials (which should
be less than 1 in modulus for stationarity and invertibility). For complex
roots the period of the corresponding cycle is also calculated.
The roots are plotted on the unit circle for easy visual checking for roots
that cancel in the AR- and MA-polynomials.
{title:Options}
{synoptset 15}{...}
{synopthdr:option}
{synoptline}
{synopt:{opt nog:raph}}Do not plot the roots.
{synoptline}
{title:Examples}
{pstd}Setup{p_end}
{phang2}{cmd:. webuse air2}{p_end}
{phang2}{cmd:. gen lnair = ln(air)}{p_end}
{pstd}Fit "airline model" and check roots{p_end}
{phang2}{cmd:. arima lnair, arima(0,1,1) sarima(0,1,1,12)}{p_end}
{phang2}{cmd:. armaroots}{p_end}
{title:Author}
{pstd}Sune Karlsson, Örebro University, Sweden{p_end}
{pstd}sune.karlsson@oru.se{p_end}