absolute value of ARMA roots

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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

absolute value of ARMA roots

Postby startz » Tue Oct 18, 2011 2:43 pm

It would be nice if next to the AR and MA (inverse) roots, the absolute value the root was displayed...at least in the case of complex roots. This would show at a glance whether the estimates are outside the unit circle.

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