IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s456924.html
 

ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials

Author

Listed:
  • Sune Karlsson

    (Örebro University, Sweden)

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Sune Karlsson, 2008. "ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials," Statistical Software Components S456924, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s456924
    Note: This module should be installed from within Stata by typing "ssc install armaroots". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/armaroots.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/armaroots.hlp
    File Function: help file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456924. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.