help armaroots
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Roots of AR- and MA-polynomials


Syntax

        armaroots [, nograph]

Description

armaroots is for use after 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.

Options

    option           Description
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    nograph          Do not plot the roots.

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Examples

    Setup
        . webuse air2
        . gen lnair = ln(air)

    Fit "airline model" and check roots
        . arima lnair, arima(0,1,1) sarima(0,1,1,12)
        . armaroots

Author

    Sune Karlsson, Örebro University, Sweden
    sune.karlsson@oru.se